How can I create a link to a local file on a locally-run web page?

I’d like to have an html file that organizes certain files scattered throughout my hard drive. For example, I have two files that I would link to:

• C:\Programs\sort.mw
• C:\Videos\lecture.mp4

The problem is that I’d like the links to function as a shortcut to the file. I’ve tried the following:

<a href="https://stackoverflow.com/questions/18246053/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 to treat the links as shortcuts to the files?

2. If there isn’t a way to adjust the HTML, are there any other ways to neatly link to files scattered throughout the hard drive?

My computer runs Windows 7 and my web browser is Chrome.