OK, you understand the catalogue itself can't be on the network? So I assume you mean you want the photos at network addresses.
For existing drive letters, go to the top level folder (maybe right click and Show Parents until you get to your share) and then right click, Update Folder Location, and navigate via the network address in Explorer to that folder. Accept, and you should then see the network address instead of the drive letter.
For new photos, when you import you need to be careful to point the Destination side of the panel to the network.