"The author says we can add a TXT record on the local DNS resolver." The author does not say that.
unbound is a recursive validating resolver. Its purpose is just to resolve names, by querying other nameservers. It has no data itself on names, just what it retrieves.
TXT record needs to happen on the authoritative nameservers for the zone, which by definition can not be
So you need to find out the nameservers for the zone where you want to add a
TXT record for DKIM purposes, and change the zonefile there. Probably through some website or API offered by the provider currently managing your authoritative nameservers.