HTML Page to Organize Files

HTML Page to Organize Files

Apologies if this is too elementary.
My computer runs Windows 7 and my web browser is Chrome.
I'd like to have an html file that organizes certain files scattered
throughout my hard drive. For example, I have two files
C:\Programs\sort.mw
C:\Videos\lecture.mp4
that I would like to link to. The problem is that I'd like the links to
function as a shortcut to the file. I've tried
<a href="C:\Programs\sort.mw">Link 1</a>
<a href="C:\Videos\lecture.mp4">Link 2</a>
but the first link does nothing and the second link opens the file in
Chrome, not VLC.
My questions are:
1) Is there a way to adjust my html code to treat the links as shortcuts
to the files?
2) If there isn't a way to adjust the code, are there any other ways to
neatly link to files scattered throughout the hard drive.
Thanks in advance!