If you are using the Mendix cloud you can not because that would be a severe security breach. If you are on a on premise installation you could do it with custom Java because in such situation you are in control of your own network and you could make a connection from the on premise server to the network drive.
Would SFTP be an option to retrieve files? Because there is a marketplace module for that, but you still would need a local SFTP server that is connected to that network drive. Other option would be to create a local webservice but that also needs a local server.

Regards,

Ronald