Roku works with both HDMI and USB. However, it is important to note that not all Roku models work with USB. The older Roku 1 and Roku 2 models only work with HDMI. The newer Roku 3 and 4 models work with both HDMI and USB.
If you're using a Roku 1 or 2, you'll need to connect it to your TV via HDMI. If you're using a Roku 3 or 4, you can choose between HDMI and USB. Both connections will work just fine.