Depends on the app. The default music app does not seem to be able to let you specify a network share, however, if you use es file explorer to browse to a particular mp3 and select it, it will give you the option to play it via google music. MX video player, as well as a few others I've seen mentioned, does allow you to stream from a network share directly from within the app itself. If I'm not mistaken, google music allows you to upload all of your mp3's to the cloud and listen on any device, does it not (never used it).
Another option, somewhat more complicated and way out of the scope of this forum is to setup a media server on your desktop (such as mediatomb or tvmobili), which would allow you to stream all content on your desktop to your prime using the 'my net' app.