If you can see video, but not hear audio, first be sure that the audio cables are snugly connected to both your Roku player and your TV or AV receiver. Also check to see that the volume on your TV or AV receiver is at an audible level and that your receiver (if you're using one) is set to the correct input.
If audio issues only occur when you’re trying to play content marked as 5.1 surround sound (indicated by a small "5.1" icon next to the parental guidance ratings), it is likely that your TV or AV receiver does not support Dolby Digital. In this case, switch the audio mode on your Roku back to "Stereo.” From the Roku home screen, select settings > audio mode.
To learn more about what's required to support 5.1 playback, go here.