This can't be done. All content in SharePoint must be stored in
SharePoint. You can have SharePoint crawl network  folders, though. This
means their contents will show up in searches done in SharePoint. You
could also then display the contents with a customized Search Results
web part if you wanted to.

A page viewer webpart will allow you to do this.

The description in sharepoint says: "Use to display linked content,
such as files, folders, or Web pages. The linked content is isolated
from other content on the Web Part Page."

We use it to display things like HR documents and such.

You will have to use an address to the server location like
//mydomain/e$/humanresources/doc/

Keep in mind this is limited to shares that the user has access to
locally from the client based on how the web part is designed. It won't
work to expose things on an intranet from and extranet, etc.