Link to file no longer available?

Hi, I would like to insert a link to a local file, but this option does not seem to be available anymore. The "Insert -> Link" show two options: webpage and topic. Many sources on the web indicate that there should be an option to link a file, but this seems to be removed.

Manually inserting a link with prefix "file://", "file:///" or "file://localhost/" does not work either

Any help appreciated,

Barry