There are a variety of supported methods for connecting to a shared folder.
Use the EFS Mobile Client Configuration tool to connect to your shared folder.

Connect to a folder that is local to the server such as c:\myfolder
Connect to a folder on a different machine in the server's network using the format \\server\folder or \\server\folder\subfolder
To connect to your local PC and NOT to the server's drives, follow the USB Connected PC support

"The Guarantee Company of North America uses the Enterprise File System to securely store, search, and easily retrieve our claims documentation. We have even used it to exchange documents with remote employees and partners"