If .gramps is on a network disk, then .gramps/grampsdb is on a network disk.
You however must set in the preferences that this network disk must be used for the databases, otherwise the local hard disk will still be used.
If you use samba to share your network disk, this means you need a normal path to the network disk, instead of the samba protocol. So in linux, this means you need a line in /etc/fstab using cifs to mount the samba disk to something like /media/networkdisk, see http://wiki.samba.org/index.php/Mounting_samba_shares_from_a_unix_client
In the next update of Gramps (3.4.2), the database path in the preferences will have a directory select button so you can't type errors then.
Don;t know how this would go in windows, I don't have windows myself.
Note that working over the network has more latency, so slowdown of browsing and such can occur. Be sure to tell all people to not unlock a family before making sure anybody else is not working on the family tree. The lock icon and warning are the only safeguard against opening a family tree twice. If you break the lock and work with two on a family tree, the family tree will be damaged in a way we might not be able to repair!