Share stores all the content in the Alfresco Repository, which in turn supports CIFS, WebDAV, FTP, etc. So you get all that "for free".
As far as the Office add-in is concerned, yes you can also use that (although it has no concept of "Sites" or site membership); however, we'd recommend you use Office's built-in Sharepoint support instead.
So I tested the Webdav functionality. If I fade out all the content and folders of the alfresco Explorer, I only get the Sites overview. Is it possible to set the permissions on the site folder and files for specific users? I mean, can I define, that one special user cant see a special site in the webdav folder? Or isnt that possible?