John (as ever) is giving great advice as well as explaining the underlying technologies in both systems. No offence intended but you may be struggling with what's been explained? This question:
"So how would you set up a Network Home Directory with AD?"
May need further clarification? Your initial post states you can log in to your account on AD? Presumably you bound the mac to the AD domain first? If you're not sure what this means then it's done in the Users & Groups Preference Pane > Login Options > Network Account Server. This is for El Capitan but should still serve for Sierra? If you haven't actually done this then perhaps all you're really doing is connecting to a share that has been designated for your use on the Windows Server?
If you have bound the mac then you must use an account that has privileges for that domain. Doubtful anyone in IT would give this to you although you never know? Your AD account won't necessarily do but if you have used it and it did bind then I'd be surprised as this would be seen as a security risk by the IT Department. I've never been to an AD site yet that allows binding by non-admin accounts. Further no-no's are your local admin account on the mac itself should not be the same username as the one you use on AD. Some further clarification on how your mac has been configured would be helpful? As John has pointed out the default behaviour is for a Mobile Account which does not sync in Sierra. What this means is your OS X home folder is stored locally in /Users and you should see a link in the right hand side of the Dock which is your AD home folder. This folder is the profile you access when logging onto a PC. To sync data between the two you either manually do it; devise a script that does it for you or use a 3rd-Party application such as ChronoSync or CarbonCopyCloner to do it for you. To access your data as you would on a PC (ie: a network home directory) untick the option to create a Mobile Account. You can do this either using Directory Utility or the command line. Directory Utility is stored in /System/Library/CoreServices/Applications. This command issued using Terminal will open it for you:
open /System/Library/CoreServices/Directory\ Utility.app/
Click the lock icon, supply the local admin's password and select "Active Directory". On the next window click the grey disclosure triangle to reveal further options. Untick the "Create mobile account at login option". Once you've done this log in with another local admin account - you should do anyway this as it's good practice - delete the mobile account (back-up data first), log out and login again. This time - hopefully - you'll 'see' all the files you normally see on a PC as well as the OS X default home folder folders. Any data you add from that point should also be available when you log onto a PC. Depending on what work you do Network Home Directories work well if your connection is a permanent wired one. Obviously using a laptop that moves from to office would cause you problems if you don't log out first when at work. When going home you won't be able to access the data you'd accessed when at work. If you're a Designer using Photoshop, InDesign etc and your Mac is a laptop then you should be using a Mobile Account that allows for work/home use as well as something that backs up/syncs the data you create away from work. Perhaps you should start having a discussion with someone at work who may be able to help you more?