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If you are using OSX, you do it via either the Go menu, or from the Network icon in the finder window.

From the Go menu, select Connect to Server and in the box that appears type either of the following:-

smb://computername for a Windows share

afp://computername.local for a Mac share

You will then be prompted for a password on the computer hosting the share. Once logged on you will be presented with a list of shares on the computer. Select the one you want and it will mount as a volume.

From the Network icon, just drill down to the machine hosting the share and logon. The rest will happen as above.
 
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