I've just installed Adobe Lightroom 5, launched the application and trying to create a new catalog but I'm getting this error: Lightroom cannot create a catalog named....on Network Volume. I've first selected "my pictures" folder and it didn't work, after that I've selected my Desktop but still the same problem, what am I doing wrong?
The error message means exactly what it says. You can't put a catalog on a networked drive.
Now, it doesn't sound like that's what you are trying to do ... but, we need more information ... please tell us what drive is "my pictures" on? (Tell us the full path name of the "my pictures" folder)