In Finder, press ⌘K (Go → Connect to Server) and type the address the way you would in Explorer, with the protocol in front and forward slashes:

smb://server-name/share-name
smb://192.168.1.10/documents

Enter the user name and password when asked; tick "Remember this password in my keychain" and the share reconnects without asking. It appears in the Finder sidebar under Locations and on the Desktop.

Windows PCs and NAS boxes on the same network also show up under Network in the sidebar; click one to see its shares.

To mount a share every time you log in: with the share mounted, open System Settings → General → Login Items & Extensions, and drag the share's icon from the Desktop into the list.

Mapped drive letters do not exist; a mounted share is a folder under /Volumes, and apps see it like any other folder.