OK, when you told it to use the share it had auto detected, it then prompted you whether to use "the LMCE folder structure" - yes? And you said 'yes'?
If so, then LMCE must have write access to the NAS, and it will create the correct folder structure under that share, and will then expect to find the media in the appropriate folders. If it doesn't have write access it can't create the folders and thus will never find any media (in this mode the intent is that it will ignore all media outside those folders.... and yes, using this mode, rather than the "Public" alternative is far superior)
If it did have write access, and created the folder structure, but you didn't relocate your media into the folders yet, then again, this is why you see no media, and you should start moving the media into the appropriate folders.
Ideally, you should only have one share on the NAS, and it be writable, prior to allowing LMCE to detect it. Allow it to create one set of the folder structure under that share, then relocate your media into those folders, and sit back whilst it is added to the library (this can take a while if you have a lot of media)
But either way, we can fix up whatever state you are in if you can just describe what has been done and created based on what I described above....