Are you telling it to add the shares using the LinuxMCE folder structure, when it prompts you? If so, it won't find files in the folders you listed as it is looking for the data/public/audio, etc folder structure. You should be combining all your media rather than splitting it up under separate shares - ideally. Let LMCE manage it.
It should create the folder structure if it doesn't find it, and it will be empty, thus no files in LMCE. If this is what is happening, just move your media files under the appropriate folder structure it creates. If it doesn't even create the folder structure, then ensure that LMCE has write access to the share/folders.