@Rugby Yes, SMB 1.0 is enabled on the Windows machine. But I had to go into Control Panel/Programs/Turn Windows Features On or Off/SMB 1.0 to check the check box necessary for it to work. Then reboot.
It worked! Thanks for the great tip @BlackJack. But I did not need to dip into the Registry. But your last question helped.
Previously I tried to supply blanks for the SMB UID/pwd, and it didn’t’ work. Also “anonymous”. But due to your question, I gave “Anonymous” a shot, and it took me straight to the \Data share. Specifically…
When I looked in Window 10 File Explorer under networks, it did not see my ROCK. But in Command I pinged ROCK’s IP address, went back to File Explorer, and then it saw it as a computer under Network. Then double clicking the ROCK icon brought pulled up the UID/pwd dialogue box that I previously had not been able to get past. This time I entered “Anonymous” for the UID, no password, and it took me straight to the data share!
FWIW I could do all this in Ubuntu, much simpler. But the file that I was putting in the Codes folder was not working. So I was going the Windows route. Anyway…
Using the URL provided in the Roon KB, I downloaded the Tar’d file, and then used 7-Zip in Windows to unpack it. Twice. NB - I had to get 7-Zip from the Windows store. Free. Then it was a simple matter of copying the ffmpeg file (no extension), and pasting it into ROCK’s /Data/Codecs folder. FWIW the file size showed as 76,183 in File Explorer.
And ROCK saw it immediately. Did not even need to be rebooted.
All’s well that ends well! 
Thanks for the help folks.