I found another better solution. First install the FF-plugin LocalLink. Then add the MediaWiki Extension:FileProtocolLinks. After this you can add links in your wiki to local files or shares on your network like this:
LAN: <"file>\Fileserver\Directory1\Directory2\MyFile.zip<"/file>
Local: <"file>C:/Directory1/Directory2/MyFile.zip<"/file>
(Ignore the quotation marks!)