The J-Link probe you want to use over the network can be configured in one of two ways:
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J-Link probe with integrated network support: Some J-Link probes have built-in network connectivity. For information about setting up these probes, see the official Setting up IP network interface page.
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J-Link Remote Server: You can set up a server that exposes a locally connected J-Link probe as a network device. For information about setting up J-Link Remote Server, see the following section and the official J-Link Remote Server documentation.
Both configurations look the same from the client side (the nrfutil device side), and you use the same --remote-jlink option to connect to either type.