If the file is on an HTML server, use the URL format:
Also, remember that any part of the path or file name that includes a space will probably break the link, and thus must be replaced with a %20.
If the file is on a file server, not an HTML server, open it in your browser, copy the string, and use that. Note that when opening it in your browser, I mean a true File > Open. It will probably look something like this: