Points to note when installing FileShare:
Make sure the disk group and volumes that contain the file server shared directory exist on the shared storage (VMDg) or non-shared storage (VMNSDg).
When installing and configuring a new file server shared directory, create the disk groups and volumes on the shared storage (VMDg) or non-shared storage (VMNSDg) and subsequently create the directory structure for the file shares.
If your configuration already has a file server with shares on the local storage, then move these shares to the shared storage (VMDg) or non-shared storage (VMNSDg) using practices recommended by Microsoft.