Because Airtable executes in your browser, you will bump into browser security issues. (By default, modern browsers won’t let scripted apps access local files.) However, you can find plugins/extensions that enable this on a case-by-case basis for most browsers.
Here is a likely out-of-date response I posted a while back regarding creating such links to a Dropbox share. (To the browser, a file on Dropbox or Google Drive looks the same as a local file.) I’ve used the Chrome plugin mentioned successfully off and on for a while; however, it’s currently not installed on either of my primary PCs, so I can’t attest to its remaining current.
Most (all?) of the extensions I’ve tried allow you to create a whitelist of sites where you wish to enable this potentially dangerous security bypass, which lets you limit exposure to a specific Airtable base.
P.S. Don’t bother looking for the rumored Show-and-Tell post. I’m afraid I bogged down in testing the multitude of possible ways to address Dropbox and Google Drive shares in multiple browsers, and never returned to complete it. Fortunately, saying ‘get a plugin’ satisfied 99% of requests.