Can't access local shared folder with business account

[619nasser]

Hi Dears,

I'm Office 365 administrator.. When I sign-in with my Azure AD user on my laptop (as a business account), I can't access to any of local map drive! (shared folder on my LAN) and this box shows.

1. 

However, when sign-in with local laptop user, I can access as well without any problem
 
How can I fix this..