You'll likely have to just use a normal hyperlink that points to the directory location. for example, \\servername\e$\directoryname\filename.ext.
Use a variable web link and it should work fine.
Once you've moved the variable to the text designer, click on it and on the left side you should be able to set the visible text of the link. If you don't have an actual variable holding the URL path, you can just create an empty variable upstream and use it to put the URL on the designer.