In Settings, click Storage, then click Add Folder to display the Choose Music Storage Folder dialog...

Roon will monitor folders for new music. Your files are left in the folder and won't be copied or modified in any way unless you explicitly choose to add or remove them from your library.

Click the  Add Network Share link and in the Add Network Share dialog, enter the path to your networked folder, then type in your username and password. You may also need to type something (likely 'workgroup') into the Workgroup field, depending on your configuration. Then, just press Add Network Share, followed by Select This Folder and your import should begin.

On OS X, watched folders which are over the network must be mounted using SMB, not AFP.