According to People, Oprah Winfrey has been watching the protests in Ferguson and New York like everyone else. "I think it's wonderful to march and to protest and it's wonderful to see all across the country, people doing it," she tells PEOPLE exclusively. But it's not enough to march, says Winfrey. "What I'm looking for is some kind of leadership to come out of this to say, 'This is what we want. This is what has to change, and these are the steps that we need to take to make these changes, and this is what we're willing to do to get it.' " David Oyelowo, who plays Dr. Martin Luther King Jr. in the film Selma adds, "And you saw that in the way black and white, young and old, came together to say, 'This is not okay.' " Winfrey's latest film couldn't be timelier, chronicling the story behind Martin Luther King Jr.'s work to pass the Voting Rights Act of 1965. The movie is nominated for several Golden Globes, including best picture and best actor, and has strong Oscar buzz heading into awards season. "I think what can be gleaned from our film," says Winfrey, "is to take note of the strategic, peaceful intention required when you want real change." Watch below.