On most Rokus that I have, the path to the screensaver is
Settings → Theme → Screensaver
I have one Roku TV with Software 12.5.5 Build 4174-48. This has some significant differences.
Settings → Wallpapers & screensavers
The wallpapers & screensavers area is quite unique and I am unable to set a screensaver that I have downloaded.
I have included a screenshot
