To manually connect to network shares you will need to know the URL/Share you’re looking to connect to. With newer macOS’s please use “cifs” instead of “smb” for a more reliable connection. With some server connections SMB will give you permission issues.

To connect to a share select “Connect To Server” from the Finder “Go” menu.

Next enter in the server/share that you’re looking to connect to and select “Connect”.
You can select the “+” button to Favorite this connection.

You will get a prompt to confirm you want to connect to the server and a window to enter in your user credentials.

** If you’re logged into a computer with Active Directory credentials you will not be prompted to login.