Yes, malware obtained through any source may proceed to attack other Windows computers on the local network. Even if no shares are set up, these attacks often use the administrative shares which are enabled by default (C$, for example) in professional versions of windows. They may also rely on exploits in entirely different subsystems.
a high-profile example would be downadup/conficker, which after initial connection would attempt brute-forcing of the administrative passwords on other Windows machines on the network.
This is why any computer suspected to be infected should be isolated from the network.