What can a Stata user do with a Samba server? Pretty much the same thing you would do with any computer. My Stata is installed on my Windows PC. Now Samba allows me to store either do-files or data on the remote FreeBSD server and access them easily.
Suppose that the remote box were called myUnix. Also suppose that I had a folder there with do-files, called myDofiles and another, with data sets, called myDtafiles.
This is how I would make Stata run a do-file saved on the server:
And this is how I can load into the PC's memory a .dta file stored on the FreeBSD hard drive:
If one of these days I can find the time to experiment with how Stata could hook up with R and to what profit, I will do that across the two computers, for a bit of extra educational benefit. But I can't be bothered right now.