From the Ultimate FAQ for the PlayStation 4 Sony released on the PlayStation Blog, the PlayStation 4 will not support client functionality for media servers or DLNA devices.
It looks like Sony doesn’t want you using your console for media that isn’t purchased from them. A lot of support that was in the PlayStation 3 has been removed for the next console. The PlayStation 3 does include DLNA support and allowed users to access their PC’s media from the dashboard. Another thing the PS3 allowed the PS4 won’t, the new console does not support audio CDs or MP3s and removed the music visualize feature.
While it is true that most devices nowadays play MP3s, it does kind of suck for those who liked making custom game soundtracks. Especially for racing games when your personal playlist could get you into the zone.
If you do want to, you can however stream music and video with Sony’s cloud based Music Unlimited subscription service or their Video Unlimited move and TV streaming subscription service. No one used them when they were offered on the S3 and now Sony seems to be forcing the issue.