How do I set up my Roku device.

This has nothing to do with your UVerse service. You connect the Roku directly to the tv usually with an hdmi cable, then change your tv input to whichever input you connected the Roku to.

Connect Roku to TV by HDMI.

Change TV's input accordingly.

Use Roku.

How do I change my tv input? 

On your TV remote.  Look for the word "Input".

Most TV remotes will have a dedicated INPUT button. Some call it SOURCE.

Using Roku, other streaming device, DVD player, game console, etc. requires you to change the INPUT/SOURCE to HDMI-1, HDMI-2, ANT, etc. when you switch from one to another.

I take it this is the first time you have ever had anything else connected to a TV?

I have the similar setup as Langhorsts:  older Samsung UHD 4K non-SmartTV, ATT Uverse TV & internet, Roku Streaming Stick 4K.  One of the Samsung HDMI inputs is connected to Uverse wireless receiver.  I assume that the only other HDMI input can be used for the Roku stick.  When I change the TV's input source to match the Roku stick's HDMI input, I should be able to see what I've selected for Roku streaming, right?  I also assume that if I want to see Uverse shows using Uverse cable TV, I need to switch the TV's input source to match the HDMI input for Uverse.  Not elegant, but I hope this is correct.  Could someone correct me if my assumption is incorrect, please?

@ngriffith 

Using INPUT/SOURCE you switch beweteen each HDMI input you have. Some TVs they just rotate through each one, others have a dedicated screen to select directly the one you want.

U-Verse TV is on HDMI-1 and you put your Roku stick on HDMI-2. You switch beteween both. This is how it works with any device you have connected to your TV.

I installed Roku on my Samsung non-smartTV and preserved my Uverse cable TV.  Took very little time and effort following the process I thought.  No issues at all.  Need to use 3 remotes:  AT&T remote to control Uverse stations and FF, reverse, etc.; TV remote to control sound volume and INPUT Source; Roku remote to control sound and streaming choices.  Not elegant and you practically need to be an octopus, but all works fine.