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That is possible. 
 
For background, on Windows there's two types of network drives that you can use: SMB and iSCSI. SMB is the default type of network share since it's got advantages for multiple users, plus it's a lot easier to setup. The problem with it is that the random read performance with it is pretty terrible, so a lot of games will perform kinda bad with it, and there's some games that just won't even launch from an SMB share. 
 
iSCSI, on the other hand, is a bit more involved to setup, but Windows treats it as if there was a HDD plugged directly into the computer. The downsides of it are that, like an HDD, only one machine would be able to access it at a time, and thus it does defeat some of the purpose of having a NAS. Still, if you want to game off a system like this, it is a good option, and if you wanna set it up, there's things like deduplication so if you have multiple users on there with the same game installed on different iSCSI drives, it'll only effectively take up the amount of space as one game install (plus different save data). 
 
A decent tutorial for how to set it up if you want to:
 
TrueNAS and UnRAID are a lot more focused on NAS duty, so they've got some cooler features and a bit less CPU overhead. UnRAID has an easier to use expansion system for the drives, while TrueNAS has a more reliable software RAID implementation by default (though if you're planning on running less than 8 drives, both are fine, and both are still more reliable than Windows Storage Spaces). UnRAID costs money while TrueNAS is free, UnRAID has more community plugins though TrueNAS has IMO a better interface for setting up drives and managing the NAS. UnRAID has the better Virtualization section, though TrueNAS (specifically the TrueNAS scale variant) is getting a lot better. 
 
If you're planning on running 2 4TB drives and you want some redundancy, UnRAID is probably the better option since it will be a lot easier to expand your drives in the future, plus any feature you can run on TrueNAS you can find to run on UnRAID, even if it will be a bit more difficult. Either doing it the Windows way or setting up UnRAID is probably your best bet. 

Uhhh, a little awkward but I got it to work, it was posting to my other monitor (which is also my tv which I usually keep off) without me realising it. 

Thank you it all worked an I’m an currently re-downloading half a terabyte of games and software, all I have left is to overclock 

IM SO HAPPY! Thank you for your help I finally got to this screen and hopefully will be able to boot an os. I will update if I have trouble in the future