SOLVED
A user suggested Turn on the SMB Features in Windows 11
This was the answer. I had to also add a subkey in the registry. Checking the SMB box alone did not fix it.
The link to how I did this is pasted: Solved: Windows 11 Mapped Drive Not Showing Up
Is there a way the Admins can add the steps used for future users? This was a brand new Windows 11 install. So I imagine it is a common problem.
Thanks for all the help. I really thought mapping a drive would fix it, but it did not.