I have resolved my issue and now my VM machine is fully functional with Codecs working.
I am copying the ffmpeg file from a Linux VM to ROCK VM and previously was connected as anonymous to the SMB share. Althougth the file was looking like copied, ROCK did not took it in account.
This time I connected to the SMB ROCK share using my Windows Host account details. I have copied the ffmpeg file and this time ROCK took it in account and I am all OK with all codecs installed!