In order to access data through ArcGIS you will want to connect to the data sources. There are several data sources available on campus.
To connect to folders it is easiest to "map a network drive". This designates the desired folder on microwave as a drive on the local computer. If you are working on a computer that you will use often then mapping the drive is highly recommended.
Right click on My Computer
Select Map Network Drive
Select a drive letter
Put \\microwave\research\CBGIS as the folder to connect to.
Now that the drive is mapped, open ArcMap then Add Data. This will open a window with several buttons. Click Connect to Folder which is found on the top two to the right of the "Look In" menu bar. Select the drive you mapped. Now you can open files from the network drive in ArcMap.