The FreeNAS user guide mentions connected to an authenticated SMB share as follows:
For example, to test an authenticated share from a Windows system, open Explorer and click on Network. For this configuration example, a system named FREENAS appears with a share named smb_user1. After clicking smb_user1, a Windows Security pop-up screen prompts for that user’s username and password. Enter the values that were configured for that share, in this case user user1. After authentication, the user can copy data to and from the SMB share.