It all should work fine, I use similar setups. On Windows I do like to map the file server share to a drive letter ... although we've sometimes gotten UNC paths to work, I'm not enough of a Windows expert to understand why it either does or doesn't. At least when I map the drive and make it persistent, I get the chance to ensure it's using the credentials I expect in the way I expect.
Sorry, I should have been more specific. The file server we're using is > running on Unix. For the web server, I'll have a couple of instances > running, on both Windows and Unix.