USB drive into Router - How to HEOS?

I’ve been trying to figure out how, or even if, I can connect a USB drive to my router and then use HEOS to fetch the music from the USB drive to play through my Marantz.

I got a USB drive formatted and plugged into my router, and am able to access the drive from my laptop. So that part is done. But I can’t figure out how to get HEOS to access the drive. And maybe it’s not possible. I know that if I replaced the USB drive with a NAS that it should work, but can I do this with just a USB drive? I’m not tech literate enough to know why a NAS would work, but not a USB drive.

One thing I’ve tried, but failed at, is the Network Shares function via the Music Sources section of the HEOS app. I don’t know how to find the File Path to add to the Add Share screen.

Anyway, if anyone has some ELI5 guidance for either the Add Share/file path, or more generally how to get HEOS to talk to my USB drive connected to my router I’d appreciate it! Really don’t want to have to buy a NAS to make this happen.

Also, I know I can plug the USB directly into the Marantz, but that option is limited to something like 2,000 songs and I have way more than that.