Thanks Rimmon,
I made correction by selecting "New on-premises data gateway" as per your advise "It seems that you haven't selected the gateway and set up a connection yet, using the file system connector asks us to set up the gateway" .
I am now getting following error
Failed to create connection for connection id
e503-4dIc-agbc-II 732Ba7eOB2'. Connection creation/edit of 'shared_filesystem' has been blocked by
Data Loss Prevention (DIP) policy 'DLP Personal Productivity'.
Unless I can view my DLP policy, I am waiting for my IT staff to advise. I still have trouble understanding extra access-granting from IT for saving to Network Drive Folder which I can manually save attachment to.
In case I am not authorized to have DLP setting for File System, how can I develop a Flow for someone else who is authorized? In other words, I develop this Flow to be used by my Supervisor who I believe have more Access Rights to File System; my Supervisor do not have the skill to create this Flow even though this is a Template.