If you want to stick to a Microsoft/Windows-centric network, then yes you'll want AD, as it's Windows' centralized user, device, etc. control system.
Once you have AD setup you can use Group Policy to easily redirect their Desktops, My Documents, etc. to a network share someplace.
Having said that, I would HIGHLY ADVISE AGAINST DOING THIS for My Docs and their Desktops!
We have that here, and while it worked OK in the XP days, with Vista plus it's a PITA. Recycling bins stop working as expected for one, and you get an annoying message telling you the recycler is corrupted at every logon.
Lots of programs like to use My Documents or wherever the document was opened from as the cache/lock folder, expecting it to be local, so as soon as you add a bit if distance (like a VPN connection) then things become slow waiting for the network, and you're waiting for the Desktop as well. Not to mention people like to dump everything on their desktops as a temporary (or worse, permanent) place to put stuff they want to take a quick look at, or work with "right now", so they're suddenly waiting for 50MB PDFs to transfer back and forth from the server so they can "quickly look at it" from their desktop.
Take that device off the network, (or make the server/NAS inaccessible) and forget logging into the device as a user account that has the redirection turned on and trying to accomplish ANYTHING when you're constantly waiting for the desktop to try to reconnect itself.
The alternative I'd recommend (and what we're moving towards doing) is use Group Policy and/or logon scripting to create a couple/few icons on domain users' desktops -- one that points to their private 'home' folder on the server, and one or more that point to the company shared folders. We also map certain folders to drive letters as well.
Then, tell them that anything that's not in one of those folders (or one of the mapped drives) isn't going to get backed up, and may vanish at any given time if the computer has a problem.
Since it's only 10 users, and you don't want to spring for Windows Servers and the CALs, you can probably avoid AD if you don't mind manually ensuring the credentials on the workstations and the server shares match, and you don't mind visiting each workstation each time a change needs to be done to the scripts/configuration/solution.