Storage locations for Roon are just where the music files you want to play are stored. Nothing to do with what machine RoonServer is running on. Storage can be local to the machine, like a hard drive, or another storage unit on the network, like a NAS. When you play a song in Roon, the music is transferred from the storage location to the RoonServer, Processed, and then sent back out to the music playing endpoint.
In your case, your Uniti Core would just function as a network storage location for Roon, exactly like a NAS. When you play a song stored on the Uniti, it will first stream it from the Uniti to your MacBook, RoonServer will process it, and then it will stream out from your MacBook to whatever endpoint you choose. ((As Simon detailed in his post))
Please keep in mind that if your RoonServer machine is on wireless, that can cause a lot of stress on the WiFi connection as you are doubling the amount of data sent in /out of the machine; which can lead to things like drop-outs, stuttering, etc, if your wireless network is not robust enough. If you do experience that, you might need to attach a network cable to your MacBook.
((Edit: had written this hours ago, before simon responded, but had forgotten to hit send. ))