How do I set up my Roku device.

This has nothing to do with your UVerse service. You connect the Roku directly to the tv usually with an hdmi cable, then change your tv input to whichever input you connected the Roku to.

How do I change my tv input? 

On your TV remote.  Look for the word "Input".

I have the similar setup as Langhorsts:  older Samsung UHD 4K non-SmartTV, ATT Uverse TV & internet, Roku Streaming Stick 4K.  One of the Samsung HDMI inputs is connected to Uverse wireless receiver.  I assume that the only other HDMI input can be used for the Roku stick.  When I change the TV's input source to match the Roku stick's HDMI input, I should be able to see what I've selected for Roku streaming, right?  I also assume that if I want to see Uverse shows using Uverse cable TV, I need to switch the TV's input source to match the HDMI input for Uverse.  Not elegant, but I hope this is correct.  Could someone correct me if my assumption is incorrect, please?

I installed Roku on my Samsung non-smartTV and preserved my Uverse cable TV.  Took very little time and effort following the process I thought.  No issues at all.  Need to use 3 remotes:  AT&T remote to control Uverse stations and FF, reverse, etc.; TV remote to control sound volume and INPUT Source; Roku remote to control sound and streaming choices.  Not elegant and you practically need to be an octopus, but all works fine.