There is no real answer to any of the questions, because it's entirely up to you. Do you want the share to use the cache? Set use Cache to be Yes.
Do you want the share to not use the array? Set use cache to be Prefer
Do you want the share to not use the cache at all, and move the files to the array? Set it to Yes, run mover then set it to No
Or move the files manually via the Krusader App
To see what files exist where, go to Shares, Hit Calculate on that share (you'll see what disks the files are on), then explore the applicable disk via Main and the icon at the far right.