Here are a few different ways to connect to a remote file server without needing to touch a terminal.
Note: In the example below my server name is playground and the shared folder is called music.
Open that menu and click connect to server.
For a samba/cifs server select Windows share and fill out the required information.
Note: Unlike the run software window, you do not need the slashes to connect here.
Alternatively, you might also get to the connect to server window from Nautilus' file menu.
Highlight the shortcut and click add at the bottom of the window.
Now you will have an additional shortcut on your GNOME bar for easy access.