Does it come with a SATA SSD? If so, that's probably enough.
You can also buy an M.2 PCIe NVMe SSD for fairly cheap now. For example, the Samsung 980 Pro is only $89 for 1 TB. That should be plenty fast.
It's no big deal if it comes with Windows - it looks like installing ROCK will just overwrite everything on the drive anyway. I would save the license key in case you need to activate Windows in the future (for example, if you decide to sell the hardware).