I've just recently gone through some of this, having just set up a core, sql, and a storage (application) server all in the last month. I've tried to place as many deployment files on the storage server, but have had a problem for a few days getting deployments to work. This included test applications, OS Provisioning and self-extracting agent deployments.
That's a lot of lead up to get to the point, but the point was that I had to allow firewall traffic for ports 80, 139, and 445 through PUBLIC on the firewall for the servers in order to get access from WindowsPE.
Hope this might help now, or in the future for somebody.