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This sounds like a basic setup, so correct me if I made any wrong assumptions.
You have 2 "output" devices: a Roku and a cable box. Both have HDMI outputs.
You have 1 "input" device (your TV) that has 2 HDMI inputs available.
So, you need one HDMI cable to connect your cable box to your TV. Remember what HDMI port it's connected to - the back of your TV probably says "HDMI 1" and "HDMI 2" or similar. That's the "input name" of your TV.
Connect your Roku to your TV with another HDMI cable.
Now turn on your TV and use the remote to change between the inputs. Most remotes have a button that says INPUT or SOURCE (or sometimes a dumb little icon with no writing). If you press that it should change inputs. Usually, each time you push the button will cycle to the next input, so sometimes you have to hit it a bunch of times until the on screen menu shows the input you want. Most TVs will automatically switch to the selected input after a few seconds, so you don't have to push any buttons on the remote to tell the TV to change inputs.
If "at the same time", you meant actually watching both Roku movies and your cable at the same time, you are talking about a TV feature usually called "picture in picture". That should be possible, but will depend very much on your TV. I'd suggest checking your TV manual, or calling the company's 1-800 number and asking them to talk you through it.
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