You can add links to local and online URLs as a Property value in the Properties tab.
Examples:
file:///c:/path_to/mysheet.xls
htps://www.someplace.net/files/mysheet.xls
The link can be opened by double-clicking on the icon in the Properties table, but not on the object in the View.
More details in the Archi User Guide page 67, section "User Properties"