The primary issue you have is this. The fog client runs as SYSTEM on the target computers. SYSTEM is an account with local administration rights, but doesn’t have any domain level rights (needed to access off system resources). If you need to access off system resources you will need to provide that connection information in the batch file, which from a security stance is not always the best choice.
As an example here is a batch file that will run an installer from a CIFS (SMB) share.
@echo off
net use w: \\server01\share01 /user:domain\user01 p@ssW0rd
w:
cd installers
setup.exe /qn!
net use w: /delete
As you can see in the made up batch file you would use the net use command and then supply the credentials needed to connect to an external resource. By doing that then SYSTEM can reach outside of the target computer.
With that said, its much easier some times to just create a snapin pack (think zip file) to install applications so the installer won’t have to reach outside of the target computer to get all of the needed files. I understand that creating a snapin pack is not realistic in all cases (think of AutoDesk design suite and how big the installer files are > 35GB). In that case having a shared install directory is the only/best solution.