There’s no native / built-in ability to send external audio to Roon. A shame as it would be useful to be able to route non Roon sources like Airplay, Mixcloud and Spotify Connect though Roon in order to use Roon’s DSP and multi room features.
Sounds like you’re already spotted it, but you can use the 3rd party Entrypoints extension to achieve the above in a roundabout way. It works, but is slightly clunky to use as the input appears in Roon as a pseudo live radio station.
Roon ROCK / Roon OS is an operating system that comes with Roon Core pre-installed, in fact that’s all that installed or can be installed on it. Think of ROCK / Roon OS an operating system like Windows, Ubuntu or OSX that purely runs Roon Core. That has advantages as it means there’s no OS to update or maintain and all maintenance is performed via a web interface, so no need for a monitor / keyboard or other means of remote access. Think of ROCK as a dedicated appliance like a Nucleus, in fact the Nucleus runs the same Roon OS as ROCK.
The downside is that you can’t run Roon Extensions (like the entrypoint extension) or the Roon extension manager on ROCK OS (as it only runs the Roon Core). So you’ll either need to install the extensions on another separate device like a RPi or NAS (ideally on 24/7) or install the Roon Core on a more general purpose OS like Windows or Ubuntu which will allow you to install the Roon extensions / Roon extension manager alongside it.
If you already have a NUC with Roon ROCk installed you can test out the extensions / Roon extension manager on a PC or Mac to start. Then decide if it’s worth buying a separate device to run it which you can leave on 24/7 or, alternatively, move away from ROCK to a more general purpose OS where you can run both the Roon Core and extension manager on the same box.
But before you buy any new hardware test the Entrypoints extension out on a Mac or PC. You may find it’s just too clunky to use long term (no offence to the developers of it, it’s s very well written and documented project - it’s downside relates to how it appears within Roon and the minor lag/delay that using it introduces, which is outside the developer of the extensions control).
There is also the paid-for RooPlay project which I think does something similar but might be easier to setup.
FWIW here’s a couple of previous posts I made about why Roon should think about incorporating this functionality into the core product and another on why allowing integration of Spotify playlists (not the streams themselves) could be a useful and sensible move for Roon long term.