Well, there are a couple ways to accomplish that.
First, if you have a UPNP server running on your main PC, there are ways to stream media content directly to remote devices. JRiver actually does a really good job of that (it's one of their primary focuses, streaming music and video to Ipads, phones, other media center pc's, etc).
But that can be pretty daunting to setup and keep running.
Another alternative is to keep your music library located centrally (on a server drive, or one particular computer), then "share" that drive with other computers over your network. AlbumPlayer (and most likely any file based MP3 jukebox software) can do that, assuming the server can share folders with Windows machines. If your network is wired, that won't be a problem, but if your doing wireless, you may need to make sure you've got the bandwidth to move large files around or you might get skips and stutters while playing. Most Wireless G and N routers should be fine for music though, and Wireless N should be good for video, assuming you get good connections.
And finally, I just put a great big Ol' harddrive locally in my jukebox and just copy, verbatum, my MP3 collection to it.
Then, I just sync it up every once in a while.
It might be a little more effort, but that way, I have a defacto backup of all my tracks, and I don't have to worry about wireless network connections, etc when I just want to play some tracks.