I am a very new owner of a Nucleus+ and am still in the setup stage. I have been reading about various options available through a “DSP Engine” setting. I cannot find it either on the basic Roon General Settings page or under Settings-Audio on the specific settings page of a networked device (such as my Lumin T2).
If you are using the app from a phone the DSP setting is not available. You will have to use a tablet or computer to use it. Otherwise look at where Chris is pointing.
I found my own answer. All one has to do is press and hold the device image and a drop-down menu appears in which “DSP” is one of the possible choices.