I think that what you'd have to do is this:
- Create a policy with the endpoint destination set to Local Drive.
- Go to system -> agent configuration -> edit the configuration
- Edit the monitoring filter by adding the path to the fileshare.
The problem with doing it this way is that you can't really monitor anything else unless you specify other monitoring filters...and the copy to local endpoint rule will be applied for everything that's monitored! As you can see this isn't really a good solution.
To do what you're describing, I think it's best to just use the permissions settings in Windows to restrict who can access which file share. This is a much cleaner solution.
If you really wanted to use DLP to do it, you'd have to use network protect.
Hope this helps a bit
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