You don't need it on your computer. Your computer can access the same sites the ROKU does.
You CAN also purchase a device that connects your TV to your computer.
The difference between the two setups (ROKU vs. PC linked TV) is that ROKU provides a definitive list of VIDEO sites, whereas on a PC you have to find (or know about) them yourself.
ANOTHER OPTION. If you have an XBOX ONE, it performs the same task that a ROKU box does. My son browses the Internet and watches movies all from his XBOX ONE.
Here, for example, as some MOVIE streaming sites you can access from your PC. Right now, for FREE.
http://www.freefullmovies.net/
Another variety would be programming a Raspberry Pi ($35) with XMBC and turning it into an internet cable box thing.
There are videos at Youtube on doing that.