This is where terminology gets weird. If you're bootloader is unlocked, then you are 'rooted' , at least in a sense. I'm going to assume your bootloader says UNLOCKED at the top. Is that correct? What this means is that your bootloader will allow you to flash custom recoveries, which allow you to flash custom ROMs that give you root permissions in Android. But the whole process is called 'rooting'.
So, do you have a custom recovery installed? Either Clockwork Mod or TWRP?