Hello, welcome to the community!
Depending on the protocol you're using, your desktop will require some additional packages that will allow VLC (and other programs) to play videos from the network share.
A similar thread asked about playing videos from network shares, and the solution is to install a couple of additional packages on your desktop:
sudo apt-get install gvfs-fuse vlc-plugin-samba
- gvfs-fuse - Allows VLC to access a network share.
- vlc-plugin-samba - Allows VLC to access a Samba ("Windows") share.
Good news is that this will be fixed in the next version (15.10) 