What I have done in the past (in Windows 10) is to share out the folder that you want Plex to see.
- Navigate to the folder in the Windows Explorer
- Right click and select to Share (or go to Properties > Sharing tab)
- Select who to share to (can be local admin, the user you use to run Plex, etc)
- After clicking ok, you should then see it is shared as \\machine\folder
- In Plex when adding a new folder, put in that path
One thing I did discover though with network pathing is that the automatic metadata scanning is not supported.