The purpose of assigning roles to steps of an Activated Checklist means that people know which parts of the process they are responsible for. It also means that once they complete their steps, the Activated Checklist instance will be removed from the User Dashboard and they will stop receiving daily summary emails about that particular workflow.
Step by step instructions:
To assign a role to a Checklist Step, ensure you are in Edit Mode by clicking the pencil icon.
Open up the instruction panel by clicking on the arrow icon at the end of the step.
Select the role required for the dropdown "Role assigned to this step".
If you do not have any roles listed in the dropdown field, you will need to edit the org chart in the Structure section.