HQ Player is third party DSP software published by Signalyst which can operate as an audio distribution “backend” with Roon. An HQ Player zone is only active if you have downloaded the HQ Player software, installed it on a computer connected to the network that your Nucleus is on and directed Roon to the IP address of that computer. See here.
You can read more about HQ Player in threads in the HQ Player category of this Forum. This is my view about HQ Player.