You can install the ProSelect Network Server software (free) on any computer on your network (but only on one computer at a time).
Since the ProSelect Network Server software needs to be running BEFORE any copies of ProSelect are started, it should be located on the computer that is started first or always running.

The best option is to configure that computer to start the server when the computer starts up.

More details can be found in the "ProSelect Network Server" (and "Using ProSelect Network Server" for 2012r1 and newer also) section of the ProSelect Reference Manual (quick access under the Help menu in ProSelect) and in ProSelect Network Server Section of the Knowledgebase.