I also had roon core on my win pc and then bought a nucleus and it could not see my pc stored files. It can be an extreme nightmare to get it to work. Guidance from roon is very challenging, it’s there but still very detailed and challenging, a nightmare.
My rec is too transfer all music files to an external drive or thumbnail and then connect it to the nucleus and transfer files to an internal drive on the nucleus that needs installation. SAVE yourself agony and pain, abandon efforts to use a desktop with a nucleus.