True you can use a UNC path in a scripted backup \ restore as per the example given, but you can also use UNC paths within Enterprise Manager or Management Studio too. You don't need to use a script if you don't want to.
Although only local drives on the server appear within the selection of backup \ restore locations within the GUI, you can simply type the full UNC path (excluding file name) into the path box, and the file name itself in the second box.
One good gotcha to watch out for is to ensure that the account used to run the SQL Server services is a domain account as opposed to a local system account. Otherwise the share will not be accessible.
Also, said domain account will need permissions to access the share where the file is housed \ to be written to.