@MartyH1988
First try to follow all these steps (all of them from the top!):
https://retropie.org.uk/docs/Wifi/
Then to transfer roms over the network follow these steps:
https://retropie.org.uk/docs/Transferring-Roms/#samba-shares
Make sure you place the roms in the right folders! Read the documentation. For example for the SNES:
https://retropie.org.uk/docs/Super-Nintendo-Entertainment-System/#roms
If you cant find the network share, perhaps try this way of accessing your pi through SFTP.
https://retropie.org.uk/docs/Transferring-Roms/#sftp
I've been unable to connect to the network share on my pi. For me it turned out I'm having a problem that windows 10 had certain group policies disabled that blocked the share. The fix was explained here. Though, I didnt like the idea of leaving insecure policies open, so I decided to transfer roms with SFTP. Or alternatively, using an old windows 7 laptop, which could access the share.