There are a couple of ways.
The first one is to go into Form Design and on the toolbar click Insert and that will take you to Hyperlink and it is fairly smooth sailing. You can make a blank form just for the pupose and fill it with Hyperlinks.
The other way is to have the name of each file in a record in an Access table and a continuous form based on the table. A button can be made that when clicked will use the file name of the appropriate record for the hyperlink address. This is a more involved way but offers more flexibility and also it does not bring up the hyperlink security message.
But the first way is very simple to do.