Claus, the eSATA port on your Synology NAS is only designed to connect an external drive or expansion unit to your NAS, for example to backup critical data or to expand your NAS' storage capacity. It's not designed to network a computer with your NAS. So in terms of eSATA, your NAS is playing the role of a computer, and you can't network two computers together by connecting an eSATA cable between them. The reason why is described
here.
But even if you could, you probably wouldn't benefit from doing so. That's because your Synology NAS is a software RAID, not a hardware RAID. So you'd be lucky to get its sustained transfer rate as high as that of the speed of a gigabit ethernet connection (125 MB/sec), even if your NAS contains 7200 RPM drives.
So you're best off using a gigabit ethernet connection between your NAS and your W510. For comparison, an 802.11n WiFi connection (at close range, using channel bonding, over a clear band) typically provides only 10-20% (about 12-25 MB/sec) of the speed of gigabit ethernet. (Forget about the "theoretical" speed of 300-450 Mbps [37-56 MB/sec] which your computer may tell you you're connected at for 802.11n WiFi -- that's marketing fantasy, not reality.)
Here's a real-world example. My ThinkPad W700 is connected to a Synology DS1511+ NAS. The NAS contains three 3TB WD Green 5400 RPM drives configured as a Synology Hybrid RAID (RAID 5 basically, with two drive slots empty), which typically gives me 60 MB/sec transfer rates over gigabit ethernet, running Vista 64 on the W700. Windows 7 may be slightly faster. And transfers may be faster if you temporarily disable your antivirus software. In this case, I'm probably limited by the speed of the 7200 RPM Seagate and Hitachi drives in my W700. Plus speed can vary depending on whether you're transferring data between inner (slower) tracks of a disk vs. the outer (faster) tracks.
On the other hand, when I connect an external eSATA drive directly to the NAS, I average about 80 MB/sec, as I recall. Which, again, is probably limited by the speed of that external drive. The slowest drive involved in the transfer is the limiting factor for transfer rates, in both situations.
But if you want storage that's faster than gigabit ethernet, then connect an external SSD drive directly to your computer via eSATA, although SSDs are typically much faster for reading than for writing. You can even use that fast SSD drive to shuttle data between your NAS and W510 if you want. However, you'll still be limited by the speed of whatever drive you have in your W510.
Good luck!
P.S. - Although a NAS is great for streaming audio or video, or storing huge amounts of data, don't edit image files that reside on it using Photoshop. I've tried that, and it sucks (Photoshop, and probably some other applications, aren't designed to work very well this way). Instead copy the image file from the NAS to your local computer, then edit the file locally. You can copy the result back to the NAS when you're finished.