The "impersonization" user (by default "AutodeskVault") needs access to the network share. This means you either need to change it to be a domain user and give it full access to the share in question, or you can create a local user on the machine hosting the share with the same name and password as the impersonation user.
The impersonization user is set in the ADMS-Console under "Tools > Administration > Advanced Settings tab > Advanced Configuration Settings.
But beware that you can only put the filestore on a network share. It is not possible to put the database on a network share - Microsoft SQL will not allow that.