I can confirm that this works fine on Mac OS X 10.12.6. Rock appears in the finder as a mounted disk. Just click down to the Rock->Data-> Storage->InternalStorage subdirectory and drag and drop your music files into it.
EDIT: Sorry it was misleading to say that ROCK appears as a mounted disk. It appears as a folder named DATA among the networked or “Shared” items. Open that folder and there are a set of standard and folders among them is InternalStoage in which the Music Folder is strored.