Not sure what specifically you’re trying to do here but I guess it’s one of these two.
Option 1 Attach database stored on remote shared drive to a local SQL Server
Note that this is only possible starting in SQL Server 2008 R2. If you’re running SQL Server 2008 this is not an option.
Check this for more details
http://blogs.msdn.com/b/varund/archive/2010/09/02/create-a-sql-server-database-on-a-network-shared-drive.aspx
Option 2 Connect to remote SQL Server instance from local computer
If that database is already attached to SQL Server instance that runs on the same machine then it’s much better to just connect to that instance from SSMS than trying to attach database from remote storage.
To do this you need to enable TCP/IP protocol in SQL Server Configuration Manager. It’s under SQL Server Network configuration node. Make sure you enable TCP/IP and also set enable the IP address for listening (this is under TCP/IP properties).
Apart from this you’ll want to enable remote connections on your remote instance. This is done from SSMS -> instance properties -> Connection tab
When this is done you should be able to connect to remote instance from local SSMS by typing in IPaddress/instance name. For example 192.168.0.125/{instance_name} or only IP address if this is default instance.