No, you can't add a set of credentials to a file path - which is what you'd need to connect to the share and specify the path in an DB connection string.
You can do this:
Connect to a UNC Path with Credentials[
^] - but I'd go with establishing a mapped drive letter to the share in Windows, and just use that directly as part of the file path.
You can establish the map directly in software:
Mapping a Drive Letter Programmatically[
^] if you need to perhaps as a "one off" at the app start, if the map is not already connected.