Yes you can, any disk drive that your operating system (Windows, Mac OS, Linux) recognizes as an attached (mounted) drive can be selected from within the storagenode (V3) application.
However, this is not a recommended setup because of the high probability of having an outage due to overheating of the external connector or controller. It would be better to use an internal drive.
A network connected drive could also work under some special circumstances, but this configuration is not supported nor recommended.
The Windows GUI (Windows Service) removes the limitation of Docker, but does not add an ability to work normally with network connected drives. It might work, but is still not supported nor recommended.