That would be a neat feature, but I'm not aware of any way to do it. There is a place to suggest new features. Most people use a dedicated computer as a media server and then use something like the Roku Media Player or Plex to access it.
Technically, I believe it's possible to have a Roku channel/app running on the Roku with the attached drive to act as a server. It would make an interesting project for a motivated developer. It would, however, take the Roku out of service as far as doing anything else while content was being viewed on the second Roku.