Problem

It's not possible to link to a local file from within Confluence using a file:// URL. 

Cause

Modern browsers have security features that prevent linking from remote web pages to local content. URLs that begin with the file:// URI Scheme can only be loaded directly (by typing them into the location bar) or from pages that are loaded using the file:// URI scheme. 

CONFSERVER-40204 - Getting issue details... STATUS

Workaround

• You can work around the problem by either importing the content into Confluence itself or by setting up a local web server that can host the content using another protocol which won't trigger this error (http://, https://, ftp:// etc.).
• You can also install a browser extension that will enable local file links
• You can try to open the same page in IE ( Internet Explorer ), where local files like file:// used as URL. It seems IE works in such a case.