When you are in the Video Menu, hit the Red Button on your remote and you will get a menu that lets you choose to connect to a Media Server (DLNA), or connect to a network share (Windows or Linux).
If you choose network share, you will see a list of available servers on your network that you could connect to. Media Servers are excellent, but have some limitations that network shares do not.
From the Live Hub User Manual:
"This menu displays network attached UPnP media servers connected to your network and usage is optimized with DLNA compliant devices such as WD My Book Live personal cloud storage and other WD TV Live Hub media centers. The benefit of using a media server is that it aggregates the content together from the device that is hosting it. The media server hosts a list of supported file formats with metadata information that allows a client device like the media player to easily browse and play back the content.
However, using a media server can restrict supported file types and you may not be able to see all the files stored in the media server. When using a Network Share, every file is presented to the media player and it does the content filtering based on what it can support."