Yes.  For the monitored folder you can use \\ syntax if it is not a mapped drive or local drive.

For example:  \\servername\sharedfolder.  Where servername is the name of the server or that houses the shared folder you are looking at.

Note that you will have to start the Import Agent service with an appropriate Windows account.  This account will need to have Windows access/rights to the folder you are trying to monitor.  If Import Agent is starting with Local System then it will more than likely not have access to the shared folders or folders located on another server.