Pantheon Files does not currently have this feature. Currently, the "Connect Server" dialog only works for protocols that can be mounted using gvfs. NFS servers are often connected at start up using etc/fstab. If you are using NFS for an always on NAS for example this is probably the more convenient approach.
It may be possible to extend the functionality of "Connect Server" to do ad hoc mounting of NFS servers; I suggest you raise a wishlist bug on https://bugs.launchpad.net/pantheon-files. It is unlikely to be implemented in the next release (Loki) however.
Using the search field if one enters the path to the nfs volume and presses return/enter the nfs directory will mount to /run/user/1000/gvfs/.
