Hi Muzami,
Currently, DLP does not support IP filter for Network shares. Network share uses UNC and for DLP it is not considered as network event. You can use IP filter for protocols such as HTTP/FTP traffic.
Endpoint File Copies to and from Network Shares does not currently have the ability to use filters to exclude specific destinations or sources. Advise User to put exception of copy to network share in policy in order to ignore monitoring of Endpoint File Copies to and from Network Share.
Enhancement Request PM-1685 has been created to address this issue.