I assume you found the answer as it has been a while, but I am new and wanted to complete this just for anyone else needing the information.
Just use the /link slash command. Then in the “link” box add the location of the file or folder and use the “file://” before adding the pathname. Then add a label in the label box. Or if using keyboard use “[label here] (file://pathname here)”. See first post for examples.
Also, it is easy to get the filepath on a mac. Just right-click the file or folder, then press and hold the OPTION button to get the “copy to pathname”. Probably something similar on PC.