Welcome back.
I would thread carefuly, especially when making assumptions about product behavior.
The main capability is working as an IDP. If you have a company app, typically it is a web or mobile app.
Network shares are a different beast (usually CIFS or NFS filer, and there are identity considerations as well as network prots required) so you won't be able to publish some sort of shortcut like smb://your-server/your-share and expect this to work like your browser will do.
There are web interfaces for file shares that expose them via HTTP(s), in that case you may be able to publish that web application, but again, these are not "plug and play" configuraitons like we make others work.
We are having a similar issue with organizations wanting to use our app gateway, RDP and SSH secure access as a Terminal Server/Citrix subsitute, and that's not what those solutions are designed for.
Just my $0.02.
R.P