The file must first be opened on the sharing computer (and it should NOT be your network server; it can destroy you file if you do this). FileMaker can be its own server but it is limited and if the box you use as the 'server' isn't a true server (and running Windows 2003 * or better) then you can crash the file and damage it.
Simply ... it is best to use FileMaker Server if more than just 5 or so people. Either way, you need to study the information available about proper hardware and configurations ... that is ... if your data is important to you. :-)
* check the exact specs for your OS and version on the FMI website