Over at azure curve, Ian Grieve looks at Making A Drive Available Over The Remote Desktop Connection.
Since he mentions my name in the post he gets and automatic mention here. Not that he needs it.
Making A Drive Available Over The Remote Desktop Connection | azurecurve
Install, Upgrade & AdminMicrosoft & the GP Ecosystem
Archived post from 2011. Dynamics GP and the links it points to have changed since; check current documentation before relying on version-specific steps.