What operating system does the NAS use? IF Linux then you'll need to SSH into the NAS and install the game. It's highly recommended to create a new, regular user to run the game. Daniel Gibbs has a very useful script for installing UT servers on Linux. I'd suggest you give it a shot.
http://danielgibbs.co.uk/lgsm/ut99server/
It will only work with a Debian or Redhat based system though. From what I gather DSM (Synology DiskStation Manager) isn't based on any distributions of Linux. Therefore, you'll probably end up having to install a crap ton of dependencies and most of them you'll probably have to compile from the source.
I'd suggest just running the script I gave you above as a non-root user and see what it says.
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