PI DataLink is a Microsoft Excel add-in that enables you to retrieve information from your PI System directly into a spreadsheet. It doesn't deal with files nor with drives.
If you don't see mapped network drives in Microsoft Excel, this is pretty likely an issue with Microsoft Excel. I did a brief internet research by searching for "excel does not show mapped network drives" and the amount of results tells me the issue you are seeing is not unknown. You may be able to refine the search by including Windows and MS Office version information.