Adverbs modify verbs.
This statement is correct, but misleadingly incomplete with respect to English. Adverbs can modify verbs, but also verb phrases.
In English, but not in some other languages, verbs form units with following objects that strongly resist being separated by adverbs. "Roam the streets" is such a unit. For the average English speaker, "every day" modifies the verb phrase "roam the streets," and not the verb individually. Some grammarians, following older traditions based on the grammar of French and Latin, might state this differently.
The only time a verb and an object can be broken up is when the object is very grammatically complex. For instance, you might say: "The dog roams every day the streets it knew and loved as a puppy." Even here, however, it would be more usual to move "every day" to the beginning of the sentence and say: "Every day the dog roamed the streets it knew and loved as a puppy."
It would also be possible to replace the direct object with a prepositional phrase that would have more independence from the verb. For example, you might say: "The dog roamed every day through the streets." Here again, this order is less optimal because the prepositional phrase tends to bind with the verb into a unit. It would be overwhelmingly more common to say: "The dog roamed through the streets every day." If the prepositional phrase were more complex, it would become idiomatic to insert the adverb before it, as in "The dog roamed every day through the streets and alleys of its neighborhood."