Hi Number6mi,
Intel says that “Intel HD AudioTechnology” is not included on this model, so I am not sure that using Windows and loading a driver manually will fix anything. Nor, if there is anything Roon can do to get around the Intel limitation.
Roon have already stated that they are working on the next version of ROCK which will include UEFI boot, which means the later NUC models can be used. See: What's coming in Roon OS 2.0 (not Roon 2.0, but Roon OS 2.0)? - #2
A NUC is just a little computer, think of it as a laptop in a different form factor (sans keyboard and monitor). You can load any OS you want onto it, Windows, Linux, or RoonOS. ROCK is a RoonOS with RoonServer image. So, you would load EITHER Windows or RoonOS, not both.
I am assuming, the suggestion made above was to see if Windows loaded on that PC could output audio via HDMI. The result being if it could, then maybe there is something Roon could do, and, if it could not, then there would be no way for Roon to enable HDMI audio.