There is one possible way to deal with it - through creating a virtual hard disk.
Press Win+X, select Disk Management. In the "Action" menu above, click "Create VHD" and save it to some folder. Then initialize it and create a partition. At last you would be able to see the virtual drive appearing in the storage setting, and you are good to go.
Virtual hard disks are handled by Windows System itself so that's the difference.
For the below answer suggesting SMB: Yes you could also create and read a vhd through SMB. However I would strongly recommend that you get a new HDD, SSD or whatever directly. According to my test between a Windows server and a Linux client over a 1GbE LAN, the trassmission speed is only around 0.65 Gbps and it would be worse for fragmented files. I am doing this because I haven't got the money to buy a new HDD and the partition created for Windows 10 spared from a Ubuntu installation is too small to install something like Halo...
After all, if you HAVE TO connnect to the extra storage device through LAN, configuring an iSCSI server would be a better choice.