Question about downloading to a network drive

Hey all!

The other day I set up a network drive to store all my ISOs. My question is, if I download something from my personal PC, straight to the network drive, does the network drive need to have a VPN running?

If I'm downloading to the network drive, does my PC download it and then transfer to the network drive? Or does the network drive just download it directly.

I'm sure this is a very dumb question, but thanks for any insight!