As long as all your poller(s) have the same drive letter assigned to the network storage drive in question, you should be able to use a mapped drive from any storage supported by windows in this way. I believe it has to take the format 'drive:\path\' in order to work, I don't think UNC paths are supported.
For example, if your pollers have a Z drive mapped to your archive storage, and the folder within that location is called backups, you could set the archive location to Z:\backups and you should be good.
You can make the change in Settings>NCM Settings>Config Archive Folder Locations.