I'm going to assume you're somewhat less familiar with programming on OpenVMS and far more familiar with programming on Microsoft Windows, based both on the contents of your posting here and on how you have asked the question.
If this assumption is correct, I'd suggest starting with the OpenVMS User's Guide and the OpenVMS Programming Concepts manuals here, both are part of the OpenVMS documentation set. This investment in time will provide you with substantial benefits and savings of time and effort back, particularly if you're planning to work with OpenVMS at all regularly.
The manuals are here:
http://www.hp.com/go/openvms/doc/As for a more general approach here (getting tied and attempting to apply the specifics and norms and typical approaches of one platform can be problematic when working across platforms) I might well look at this problem space and consider ODBC or JDBC or such; allowing the remote system (which I'm guessing you're more comfortable with) doesn't perform the query remotely.
Another obvious potential approach would be to run the query behind a web server, and toss XML or such at the remote end.
As for the answer to your stated question, it won't work. OpenVMS does not offer an SMB CIFS client for Microsoft SMB CIFS networks. There are ftp-like file copy tools to this end, but there is no client for a Microsoft shared directory mechanism.
Further, you can't "mount" an SMB mount point on OpenVMS and exported from OpenVMS using the available SMB CIFS servers (PATHWORKS or Advanced Server or Samba/CIFS), and use this to send the files remotely. And getting into a local mount point on OpenVMS and served out to Windows clients isn't easy.
Put simply, OpenVMS can serve designated ranges of its disk storage via SMB CIFS, but it doesn't particularly share nor otherwise interact over the SMB CIFS communications.
