You probably know, but I thought it might be helpful nevertheless. The first step in creating your offline library would be to rip your CDs. While doing so you select initial metadata (data about the music) from online music databases and then edit the metadata (tags like artist, composer, genre, etc.) to your liking. You need the metadata for the software that displays your collection and also for the player that plays the music. Both need to know what belongs to an album, which song is first, second, etc. And for advanced browsing it is useful to have good ‘genre’ tags or even ‘year’ tags. It’s nice to see which albums I have from the nillies or from the sixties.
Some tag editors that work well are DBPoweramp and MP3Tag. Together with DBPoweramp you can use PerfecTunes to further optimize your offline library. This initial work is tedious and worth the effort. Especially classical music needs upfront time. Roon can gloss over issues with metadata, because they reference their own extensive database. Relying on that however has issues. If you use your music library with other front ends (e.g. Sonos, an USB drive in your car, portable players, etc.) you don’t have the luxury of Roon’s polish. You will for example see every typo in artist name. ‘Armin van Buuren’ and ‘Armin Van Buuren’ are two artists in that case. Only the ‘V’ is different.
I used to own a nice vinyl collection and really enjoyed browsing the shelves for that one album providing the most enjoyable moments. Browsing a collection digitally can be as satisfying with a suitable user interface. Roon have built a very useful interface for interacting with a (large) collection. It surpasses the experience of browsing CDs or LPs by giving you many ways to ‘focus’. A focus could for example be ‘local storage’ + ‘no classical’ + ‘no audiobooks’. That would display all genres of offline albums except classical music and except audiobooks.
And then it has Roon radio, which can set in when your current album ends and play related music. Also the information around artists and albums is presented well. If your taste is more at the fringes of the music universe though, those information pages are less populated.
Yes, Roon Nucleus, Nucleus+, audio server with Roon core option like Innuos, and then more IT oriented solutions like Intel NUC, Windows PC, Mac (mini), RaspberryPi. You can go from turnkey to full on hobby project.
The Nucleus can have a hard drive inside and then is a one box solution. So is Innuos (if you have an external power supply it becomes two boxes). The Melco developers deliberately chose processors with lower processing power for sound quality reasons. Those can not handle Roon Core duties.
The majority opinion here appears to be ethernet sounds better than USB. I just followed that lead. Use a network switch between the server and the Bartók. We have a long thread on switches here. Ideally the server is far away from the player. A good start are the Blue Jeans unshielded and certified CAT ethernet cables. Unshielded ones from Designacable in the UK are a good start as well. And then you can experiment.
My experience was that sound quality slightly improved swapping out an expensive shielded high end cable and swapping in a Designacable ethernet cable between wall socket and the dCS system. In the basement I kept the high end cables not because the value for money was good, but because they gave me the last bit of analog sound. Small but significant effect for me. What also yields improvements in sound quality for some are improved power supplies for the networked components (e.g. by Ferrum, Teddy Pardo, Keces, Paul Hynes).
My experience now was switching from dCS Vivaldi Upsampler direct access to online streaming services (Qobuz + Tidal) to Innuos Statement with Roon Core accessing the streaming services. And for offline music going from Innuos serving a UPnP protocol stream to the dCS Upsampler to Roon Core inside the Innuos serving stored music via the Roon protocol. I know, lots of technical terms. I couldn’t do better… 
Whether the Roon transport protocol sounds different from other transport methods is a contested issue. I had to wrestle with the setup quite a bit before I enjoyed what I heard. Others report no difference whatsoever. So it seems to be an individual matter. I am now content with the slightly lesser sound quality as a trade-off for a good user experience. If I sit down to seriously listen to an album and want 100%, then I browse with Roon and play with Mosaic, the dCS app and streaming platform.
The Roon community forum is a very large one, but there you find threads on sound quality for various setups. My gut says, if you’re starting out and want a hassle free experience try the Nucleus with internal hard disk and see how you like it. If you want to compare it to something in that price range, try the Innuos ZenMini MkIII. You can upgrade both with a power supply. If you use a Melco and a Nucleus plus the Roon user interface, if I’m not mistaken the Melco is reduced to a well built network storage device. If you go Melco only, you will use the Mosaic user interface that is provided by dCS in the app. Works well, is limited.