Shared Storage using Synology for Server VM's

You could do iSCSI from Hyper-V to the Synology how you go about it exactly is all about how you deploy the Hypervisor. If it is your first time you could install the OS via GUI, however I would suggest you learn to do it with a core install (no gui) as it is the proper way to run Hyper-V in an Enterprise.

Also as a side note SMB 3 using RDMA via iWARP is the current best practice with Hyper-V.