That's not a shared drive - it's another computer, running Windows.
That computer has file sharing turned on, so your Mac sees it. You can't actually connect to it, unless you know the password for that PC.
Check the devices connected to your network. If none of them fit that description you should disconnect feom the internet immediately and reevaluate your router security settings.
Apparently not so private. As above, check all your devices via the router to see whether it is WiFi or ethernet cable connected, then change your WiFi password as a minimum and see who in the household complains...