This question doesn't really have any direct impact to those files being on "the VMware" or not. As this is more of a Microsoft question and file server design, you might get a better response elsewhere.
From a pure migration point of view, it's basically as simple as copying the files to the new server (using e.g. robocopy), set required permissions on the file system, and create the shares. What you need to make absolutely sure is that during, and after cut-over, users do not have access to the old file location on the NAS anymore!
Depending on your setup, you may need to take care of other things, like modifying scripts, etc. which point to the NAS.