No I haven't, I assumed
dannnielll was talking about using them similarly to how
.cue files can be stored alongside a .bin 'disc image' of a CD. Which I have used and found to be a less than ideal way of storing music for playback purposes a) because you have multiple files so your server software is going to have to read both files to generate something you can play and b) unless something has changed since I last used .bin/.cue files there's also no way of embedding an image or extra metadata. Maybe for archival purposes it could be useful if you actually wanted to quickly recreate a physical CD, but I can't see the benefit for playback. Although someone do let me know if I am missing something here.
My recommendation would be to store them as uncompressed 16-bit/44.1kHz FLAC files if your intended use it to use them for playback.
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As
Cebolla says if you want to use your Alexa devices to play your local music files then
you'll need to upload them to Amazon (edit: 'upload your music'
no longer even seems to be an option) or jump though some hoops (per cebolla's links). Amazon simply isn't remotely interested in the local music playback business, let alone allowing you to select that music via Alexa (at least not directly). The good news, if you wanted to go down the rabbit hole, is that LMS and Plex are both available as Synology packages (although the official LMS Synology package is an old version so you'll need to use
an unofficial package if you still want a one-click NAS install). But you'll still need to do some extra configuration to get the Alexa part working. FWIW I've only ever got Alexa to control volume, start/stop/pause and playlist selection on non 'official' platforms and that involved a fair amount of research, configuration and hoop jumping, so no idea how well the paid plugins cebolla linked to handle playback by album/artist name).