Rokus can't access SMB(samba) shares, so you can't use a file:// url. They can only playback videos over the network via HTTP/HTTPS. You'll have to implement at least a partial DLNA client to access the file, assuming your router/network drive implements a DLNA server.
/edit: Or possibly there are other (non-dlna) ways to access the files via a http. Some of the personal cloud type products provide web interfaces, I think. I'm not familiar with what WD/Netgear offer.
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