That first video’s title is inaccurate. It’s not recording audio – it’s recording MIDI.
You can use your Roland as a MIDI controller in Rack over USB to the VCV MIDI-CV module. I use my Roland FP 30x this way. You can also record MIDI on a thumb drive and get the file on your computer then import it with one of the modules that can read MIDI files (Squinky’s Seq++ and others). For more info on MIDI file sin Rack see How to import MIDI files into VCV Rack? - Plugins & Modules - VCV Community
If you want the actual Roland audio in Rack (or DAW), you do need to use an audio interface to sample the audio.