3160585 - Links to a file system directory can't be opened from browser

If you link a file system document to an attribute with type "Document/URL", the link can't be opened directly from browser. 

That's for security reasons.

Modern versions of many browsers (e.g. Firefox and Chrome) will refuse to cross from the http(s) protocol to the file protocol to prevent malicious behavior.
This means a webpage hosted on a website somewhere will never be able to link to files on your hard drive. You'll need to open your webpage locally using the file protocol if you want to do this.

KBA , BPI-SIG-PM-MOD-EDT , Graphical Editor for SAP Signavio Process Manager , How To

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