What is it that you are asking - you want to move your media files from a local drive to a networked drive? No problem, just point MC at the network drive rather than a local drive, it will behave in the same way.
But it sounds like you are not using MC to its full potential, you are not importing the music into MC but just using it as a player, selecting the files to be played from Windows Explorer? If you import the files into MC's library then you will be able to categorise and browse your collection via the metadata, the tags, rather than the file structure than Explorer gives you.
DLNA is a red herring. If you are outputting to a USB DAC then this will remain the same whether you are using local storage or networked storage. If you had a DLNA device then the sound quality would be dependent on the quality of that device's output, just like your current quality is dependent on the quality of your USB DAC. What is missing from the DLNA server is the ability to use all the different audio configuration that you can do in MC in the DSP settings. using DLNA doesn't necessarily mean that it has to transcode everything on the fly, if your DLNA device can play the file types that you have then there is no need to transcode, the DLNA device will receive the files as-is, regardless of whether they are sent via USB or DLNA.
However, if you're concerned as to the "quality loss" that may result from extra electrical noise or network activity or whatever that may be introduced by having your files on a network server then that is another more complicated issue!