The file needs to open and hosted. So you need to go with one of 4 options.
1. Host the main file on your computer, the other user Remote Opens to connect. (or vice versa)
2. Host the file on the server (need another copy of FileMaker or FileMaker Server). Both of you connect via Open Remote.
3. Host the file via a Hosting company (like PointInSpace, World Cloud, etc). Both of you connect via Open Remote.
4. Open the file over the network by navigating to the network volume and double-clicking...risking severe data corruption and having to rebuild your database.
Note: OS level file sharing has a tendency to cause file corruption. Period. FM has its own ability to share over a network. The machine that the file is hosted on is going to be busy doing FM stuff...nothing else should be running on it. Not Anti-virus, not 3rd party Backup software, nothing. They put your db at risk. It's a good idea to turn off the "Server" service on the host machine. That prevents that machine from being seen on the network.