Hi,
yes:
<link url="file path">Name of link</link>
eg.
<link url="F:\Movie007\Age of Kill (2015)\">Age of Kill</link>
You will need to see which fields support this.
Comments field supports it.
Features field supports it
I don't know if this can be embedded automatically.
There is a %path% variable, but I don't know how to insert/automate this.
Perhaps a question for Nostra or Ivek23, if you want it done automatically