Why doesn't postgresql COPY command work with files in mapped drives
COPY runs as the PostgreSQL server, which usually runs as NETWORKSERVICE on Windows. This is a local service account that does not have access to your user account's network login credentials for shared drives.

Use the psql command \copy, which reads the file from the client application, running under your user ID and with access to your shared drives, then streams it over the client/server network connection to the postgres server.

I think PgAdmin-III has a similar CSV import command that uses COPY ... FROM STDIN like psql's \copy does, too.

If you're on a Windows AD Domain and you really need PostgreSQL to have direct access to shares, you can run the PostgreSQL server under a domain account instead. But that's usually unnecessary.