The guide above is good if you are planning to install ROCK. That was not clear in the first post.
If you are going to install windows or some other OS and then put Roon core on the NUC then there is a video on Intel’s site Integration and User Guides for Intel® NUC Products
or on the NUC blog How to Assemble - The NUC Blog
I used Hans Beekhuyzen youtube video back when I put my ROCK together.
Not knowing your price point for speakers the ones that come to mind would be the KEF LS50W II.
or try this thread Recommend a Roon capable powered speaker for me
But that being said even if they are not Roon Ready you can use whatever speakers you like and then add an Raspberry Pi or other streamer to it.