I have met the same problem, it is because the working directory path of the R is inconsistent with the file storage directory path.
At first you should use getwd() to get the current working directory of R. Then there are two ways to solve your problem.
You can put the file into this directory. Or you can copy the working directory path and use setwd('your path')
There is no need to set the working directory manually (it is even considered a bad practice), you can read files from any location in your system by passing an absolute path. Is very frequent that R has problems with network drives, I have seen related topics solved by mapping the network drive to a local unit but it is hard to troubleshoot system specific issues.
If you want a quick solution, copy your data into your local drive and work from there.