There is also the option "Play local files if one that matches Library Server is found" - Settings under Media Network which means the client will read the file directly without needing the server is serve it
To add a little more info if you're trying to do this: to make this work, the client and server must have identical local file paths to the file, which can be setup if both can "see" the files on the NAS. For example, if the server has the file path to a file as "E:\Path\to\audio\files.flac," the client must also have the NAS mounted to the same drive letter so the client can find the same file at the same exact path. Obviously this only works if the client and server are on the same OS. If you meet that criterion, it's very much worth setting up local file access for clients, as the client experience for video or larger audio files in particular is much nicer with direct file access. For example, seeking is significantly more responsive, playback starts quicker, etc.