Through to the Account Dashboard - Smart DNS needs to be enabled.
With Roku TV not supporting any DNS changes from the device itself, the best alternative would be to install / configure your Internet access point(usually your router) to make use of the CyberGhost Smart DNS feature. By doing so, the advantage is not only on behalf of the Roku TV device but also across all devices that are used for streaming as they too will be covered by the CyberGhost Smart DNS when the respective devices are connecting to the Internet via the Internet access point where the CyberGhost Smart DNS is configured.
Currently, CyberGhost Smart DNS can be configured on a DD-WRT Router(that supports DD-WRT)
The following tutorial will be useful for your purpose: https://support.cyberghostvpn.com/hc/en-us/articles/360012029500-Configure-My-Smart-DNS-for-your-DD-WRT-Router
For any additional information or concerns - it is best to approach the Support Department:
via e-mail: firstname.lastname@example.org
via on-line request: https://support.cyberghostvpn.com/hc/en-us/requests/new
via 24/7 Live! Chat Sessions on our website