Do i have to install omv on each of the devices ?
Of course. And what you're thinking about (cluster filesystems) is nothing I could recommend with this type of device. AFAIK none of this stuff (Ceph, GlusterFS and friends) is available with OMV anyway so in case you want to go this route better join https://forum.odroid.com/viewforum.php?f=92 -- IIRC there were some users around playing with such stuff, maybe it was even featured in an ODROID magazine already.
But such clustering stuff is definitely off-topic with OMV