Yep, it’s better to perform measurements without any other processing. Still you can run convolution in conjonction with the other DSP if you want, Roon will take care automatically of the upsampling of the correction filters.
For measurements : the easier is not to use Roon but directly connect the computer with the microphone to your amp. USB, analog, optical, doesn’t really matter. It this is not convenient for you (for example you don’t want to crawl behind your amp to plug another cable…) you can still play the sweeps from Roon after adding these two sweep files to your library. They are tagged Artist/Album = Home Audio Fidelity. Just make sure all DSP is off during the measurements. Then just record the sweeps in REW, making sure that “wait for timing reference” is ticked.