First of all, you need a newer unbound version (version 1.7.0 and newer).
Then define an auth zone with some root server and where to put the zonefile.
Example of mine:
auth-zone:
name: "."
master: f.root-servers.net
master: k.root-servers.net
master: l.root-servers.net
master: j.root-servers.net
fallback-enabled: yes
for-downstream: no
for-upstream: yes
zonefile: "/var/lib/unbound/root.zone"
Restart unbound and there you go 