Your share is your data source. Storage units are never configured on data sources. Storage units are backup targets, e.g. storage units are devices (like tape drives in tape libraries) or paths (on LUNs from disk arrays) that you write to.
Can you restate your question again in more detail please ?
The reason that you cannot do this easily is because:
1) when you map a drive, then that mapping is private to your process, your session
2) NetBackup Media Server daemons run in their own process space and so they cannot see your mapping, and because they run as Local System then AFAIK this also restricts them from accessing authenticated network paths.
So, I think this might help you:
Additional configuration of NetBackup services required to set up Disk Storage Units (DSUs) on remote CIFS shares
...but it is quite an old tech note from 2012, so hopefully it is still relevant.
NetBackup: How to add CIFS share as storage?