Two main points. First, since the Broker on Windows runs as a service (both Monitor and Server), there is no concept of a mapped network drive so you would have some difficulty setting that up.
Second and most important, we don’t recommend NAS for Broker even if you can get this configuration set up. I don’t specifically know whether MS File Sharing would provide the necessary low level file system capabilities to allow Broker to run anyway, but it would be very slow and probably unreliable given the MS implementation of file sharing.
So you might eventually be able to make it work (Broker would complain either on start-up or early operation if it was unable to use the file system for basic activity), but you are better off not mounting the Broker storage this way anyway. We always recommend against NAS (use either SAN or DAS, direct attached storage, or similar). Network latency is just too high for an effective Broker environment and some network sharing has proven unreliable in the past for the use Broker wants to make of the file store.
If you really want to persist in trying and manage to get the NAS share available to the service, keep the storage size as small as possible, and be prepared for errors and broker exits when the network connectivity fluctuates. Don’t use it for production or substantial test systems!