Roon on SSD in Lumin U1

I just bought a life time subscription, and looking how I can avoid my NAS and LAN, but to put the core on an SSD together with my library, so I connect it direct to the USB port in the Lumin U1 player.
I downloaded roon server, but how do i do this installation right?

What computer device is the SSD connected to and what OS does it run?

I now have it on a windows 10 machine, but I would like to plug it directly into the lumin once the ROON core has been installed on it.

Roon core won’t run on the Lumin. It’s designed to be used as an endpoint only so you’ll still need a core somewhere on your network. This is for the best as the distributed core / endpoint model offers the best performance.