Looks like you are done, congrats and enjoy!
I overlooked the “Searching for Roon OS devices” in your OP, sorry, it would have been possible to clarify this right away. This option is just for accessing the web admin interface (via http) of a Nucleus, ROCK install on a NUC, and some other (3rd-party) devices that use Roon OS for the Core. As you don’t have such a device, this can’t work.
There has been quite some feedback that the wording of this is not quite clear to anyone who isn’t fluent in Roon lingo, or that the clickable link should not be displayed at all if there is no Roon OS device on the network to start with: