Is it possible and if so how, to make users use an external RADIUS server to connect to Windows shares?
I don't think that this can be done. Windows itself only uses AD to authorize and authenticate users. The only way that I think this could be done would be if you had another system using Kerberos, that could use RADIUS as the user backend, and then make a trust between your Windows AD and the Kerberos domain. I don't know if such a product exists.