No, that doesn’t make sense. In order to use windows filesharing, you’ll have convince windows that you have permissions to the file. So either you configure the share on the host computer to let anyone read from it, or you log in first.
The other option is to use something other than windows filesharing. Conveniently, you already have a web server (FactoryPMI Gateway) installed. If you drop files under the C:\Program Files\Inductive Automation\FactoryPMI\tomcat\webapps\ROOT directory, they will be served up over http, and you can access them like this: