Yes, that’s the correct syntax for it. In this case, core is the opam package and filename_unix is the actual name of the library.
The dune files you see on Jane Street’s open-source packages are actually generated from internal jenga build specification files, which are similar but not quite the same. Jane Street is in the process of transitioning from jenga to dune, but the dune files you see aren’t hand-written at the moment. I guess the files specify the 1.10 version of the dune lang because they don’t need any new features yet.
Is it possible your environment is out of sync with opam? Try eval $(opam env) at the command line before running the rest of the commands (opam install, dune build).