(You need to either be on a campus network or connected via VPN to access network shares ... click Finish and the mapped drive will open in a separate window. If you are NOT logged in with your Purdue ...
So long as you first obtain an on-campus IP (or through a VPN which gives you an on-campus IP), you can map a drive folder to UBfs shared location (e.g., MyFiles, Collab) on your Windows computer.