In Mac OS X 10.11.x and later, mapping a CIFS/SMB/AFP share may not automatically display the volume on your Desktop. This was by design after OS X 10.5.x as the newer operating systems were intended to have a minimal number of items displayed on the Desktop for aesthetic and organizational purposes. However, to restore/enable this ability in OS X, open Finder and in the application menu, click on "Finder - Settings" to open Finder Settings.
The Finder Settings window should appear. Make sure the "General" tab is selected and then check "Connected Servers".