Hello,
Do you mean you would like to add it to for example the Links webpart?
I do not think you can do that out-of-the-box. Possibly you could from frontpage add a link on the quicklaunch bar that points to a share on a file server but then it would have to be enterered like \\servername\share
With the MS SharePoint Portal you can more easily add content sources which points to a shared folder on another server but that is done for search and indexing purposes. But adding a mapped drive will not work (not as far as I know).
Regards,
Thomas