While a Finder window is open or the desktop has been clicked, Click on "Go" across the top of the screen, then "Connect to Server..."
In the "Server Address" dialog, type "smb://gsjcclassfiles.jlmc.iastate.edu/ClassFiles" without the quotes. Click "Connect."
Enter your Iowa State NetID and password when prompted. Click "Connect."
You should be presented with a screen similar to the image below. Select the appropriate folder according to your class.