There are a couple of possibilities, including file access permissions.
What seems to be more common in my experience is if you're trying to use the Attach Database wizard. In the wizard, Sql Server Management Studio can only see drives that are local to the computer it is running from. So, if you are using it to manage a remote server, you will not be able to attach pre-existing databases from files.
A couple ways around this are to remote desktop into the server and run it from there, or to use the CREATE DATABASE....FOR ATTACH command.