Roku determines your location in a couple of different ways. The first is your IP address, a unique set of numbers and decimals assigned to each internet-connected device. IP addresses are associated with approximate locations and can thus be used to geographically restrict certain apps or content. You can change your IP address, and therefore your perceived location, with a VPN.
Roku also takes into account where you purchased the device and what country you created your account in. These factors might determine which apps are available. The Crave TV app might not be available outside Canada, for example, or you might be stuck with a specific country’s version of Prime Video for which you don’t have an account. Changing this info would require making a new account and possibly purchasing a new Roku.