Maybe I'm wrong ...
While you're using Vm ESM, you can't add or mount a SAN. In a phisical appliance, you can install " qLogic 2460 or 2562 SAN adapters on the ELM or ELS" (cf. installation Guide). Same case for DAS (for NAS, i don't know) . You can take a look a "install DAS" chapter into the Intallation guide.
For VM applicance, you can only add additional disk as VMDK. For this, you must shutdown your SIEm before ; then add your disk in sphere ; then power on your siem. Into the data storage tab from receiver properties, you will find a new "virtual local " tab where you will be able to format the disk before use it into storage pools tab.
On top of what @auguste suggested what you can also do is spin up a virtual Linux VM and create a NFS share and use the NFS share as a device storage in ELM for storing your raw logs (Just another option) but I would prefer to use the above method.