The problem with the file existing on a Network Share is that the BigFix client (under Windows) runs as “Local System” which has no rights to network resources by default.
You can sometimes get around this by adding the Computer Objects in AD to a Group in AD, then granting that Group Read rights to the Share you are keeping the file in.
I actually do something similar, but I keep the file in a custom site. The clients will then download the file and it can be referenced in Relevance statements in an Analysis (or actions).