You add your local music to Roon via "watched" folders. These are folders that will be monitored by Roon for new music. Your files are left in the folder and won't be copied or modified in any way unless you explicitly choose to add or delete them from your library. The folders can be configured from the Storage tab of the Settings screen.
Watched Folders
When you set up a watched folder, Roon will scan the folder and add any music it finds to your library without moving or changing the files at all. Roon will also monitor the folder for changes, so any music you add later will automatically be imported.
Local vs Network Drives
Watched folders can be located on local or network drives, and you can add multiple watched folders. Note that on OS X, networked folders must be mounted using SMB, not AFP.
Automatic Re-Scan Interval
Network storage devices don’t always report file changes to Roon in real time. Users can set an Automatic Re-scan Interval to determine how often Roon will scan for file-level changes, including newly added, removed, or modified music files. At each interval, Roon reconnects to the network share and scans the directory structure to detect differences. If it finds new content, it will import it into Roon and check for appropriate metadata and artwork.
You can configure an Automatic Re-Scan Interval in Settings -> Storage, by clicking on the three dots (...) next to your network share Watched Folder. You can also set the re-scan interval when you first add a network share.