Yes, the ability to add a Network Share as a local backup location is available for users running a version of MozyPro with server storage type users configured. For more information about MozyPro storage types, see What's the difference between Desktop and Server Users.
For information about backing up a network share with MozyPro, see Adding a network share or NAS device - MozyPro
This functionality is not available for MozyHome users or MozyPro and MozyEnterprise desktop users. Local backups are restricted to files on the computer that is backing up, and external hard drives.
For information on backing up local external drives, see Can I back up external drives?