AFAIK you can put the notebook anywhere you want. When you create a notebook you have the option of placing it into your OneDrive folder, SharePoint or any other folder. So you should be able to create a new notebook on a file share (or probably better in SharePoint). Our team uses SharePoint altogether permissions are still iffy in that case.
If you have an existing notebook that isn't shared yet then you can move it by right-clicking the notebook and selecting Move. However if it is shared then it cannot be moved. The UI provides a link to the steps needed to move a shared notebook but from what I can see it basically just suggests that you create a new notebook in the target location and copy the existing notebook content to it. For small notebooks this is doable but for large one's it can be annoying.