Is the Xfinity Flex box needed for "free" Peacock through Xfinity?

Hello @solariderx. Thank you for reaching our team on Forums! That's an excellent question, we do support third party devices and Roku is one of them! Here's a list of the supported devices for Roku:

Roku 2 (4210X model only)
Roku 3 & 4 (model 4200X or later)
Roku Streaming Stick (model 3600X or later)
Roku Express/Express+ (model 3900X or later)
Roku Premiere/Premiere+ (model 3920X or later)
Roku Ultra/Ultra LT (model 4640X or later) 
Roku TV and Smart Soundbar (model 5000X or later)

For any other devices please check out this helpful link: https://www.peacocktv.com/help/article/what-devices-and-platforms-are-supported-by-peacock that will list all of the devices that are supported.