Naturally, files stored on a network can be backed up using BackupChain using a pull strategy (that’s what you’re doing now); however, Microsoft’s Volume Shadow Copy Service doesn’t permit unlocking files over the network.
In order to backup locked files, these files need to be local; hence, you can resolve the problem by installing the BackupChain backup program on the network file server itself.
If you are trying to access SQL Server, Exchange databases, or Hyper-V virtual machines on a remote server via a network share, that won’t work unless the services (Hyper-V etc) are shut down. You’ll need to install BackupChain on the server itself where SQL Server, Exchange, etc. is running so it can get access to those database files.