In the current version of Mylio Photos for macOS, the Add NAS feature was removed due to performance and stability issues. There are still some solutions that may work for you.
A Linked Folder can be added from the NAS. This requires the NAS to be connected at all times. If the NAS is disconnected, this folder will be flagged as Missing. This option is great for a computer that never leaves the desk, like an iMac, Mac Mini, or Mac Studio. This is not recommended for laptops.
A Windows computer can be used as a sync host for the NAS. A USB hard drive or Thunderbolt RAID can also be used as a NAS alternative.
Another option is to use the NAS as a backup destination instead of a device in Mylio. Time Machine, or similar applications like Carbon Copy Cloner, can be configured to back up a USB drive to the NAS. This will give you the advantage of an iterative backup (allowing you to go back in time) and an additional copy of your data stored on a redundant volume.
If you are using a NAS capable of running Docker, you can install an app called MinIO that allows you to host an S3 server on the NAS and then add that S3 server as a sync device in Mylio Photos. More information about that process is available in the Mylio Manual here: