It's not obvious, but it is simple. Open that Drive Wyoming. Then drag the disk icon that appears at the top middle of the finder window (in this video where is says "Illum") That Icon can be dragged to the devices section.

Did you ever find a way to automatically do this? As mjwill stated, you can drag the icon at the top of the Finder to the sidebar. Problem is, the next time you reboot you have to repeat the process.

I have (4) windows shares I would like to show up under "Devices" at all times. Downloads, Music, Videos, and Pictures. If I try manually mounting by using Finder->Go->Connect To Server, the shared folder icon is only shown on the desktop.

Any suggestions? Ive been trying to find a fix for this for months.

I had the same problem trying to figure out how to mount the drive. I also did was mjwill said. Once I was able to add the drives to the Devices menu, I could then also add them to my dock. You may or may not want to do this. But, instead of always dragging drives to the devices menu, I just click on the icon in the dock, and it automatically mounts the drive to my desktop and the device menu.