From Server Manager it´s not possible to publish an application from a Network shared folder, But from Powershell you can do it, here is how:
New-RDRemoteApp -Alias "App Name" -CollectionName "Collection" -DisplayName "APP DisplayName" -FilePath "\\server01\apps\app.exe" -ConnectionBroker connectionbroker.domain.localRDS 2012: Publish apps installed on a network share,