Lol, I was like "nah this ain't rock band, but I'll type it anyways because I don't know what rok is". Success!
As a good russian, you always trust your gut, haha.
The рок here only means rock music right? It doesnt mean throwing a rock, rock?
It only means rock music. On it's own "рок" in Russian means "fate" or even "doom". But that meaning is not related to "рок-музыка", obviously, the latter being imported from English along with the style.
Are you serious I got penalized for not putting the dash in
This is not a dash, it's a hyphen and it's a part of the word here, not a punctuation sign.
Could you also say "группа рока"? Or does that sound strange?
It will mean something like 'the group of fate'
Yes, it does
It appears that the double п in Группа doesn't affect pronounciation (same as it was Група); this is at variance with, say, длинный, where the double н is clearly pronounced.