From the file server. Choose the Folder(s) or File(s) you wish to audit, right-click - properties. Choose the Security Tab and click on the Advanced button -> Auditing Tab.
There is a link on the sheet called "Learn more about auditing." Click on the link which will help you set it up. Here is just a snipit:
"Establishing audit policy is an important facet of security. Monitoring the creation or modification of objects gives you a way to track potential security problems, helps to ensure user accountability, and provides evidence in the event of a security breach.