Access doesn't recognize either http nor ftp protocols, so you cannot link
to the file that way.

The following code should be able to download the file for you, though, so
that you can link to it normally:

Private Declare Function URLDownloadToFile Lib "urlmon" _
 Alias "URLDownloadToFileA" ( _
 ByVal pCaller As Long, ByVal szURL As String, _
 ByVal szFileName As String, ByVal dwReserved As Long, _
 ByVal lpfnCB As Long) As Long

Function DownloadFile(URL As String, LocalFilename As String) As Boolean
On Error GoTo Err_DownloadFile

Dim lngRetVal As Long

 lngRetVal = URLDownloadToFile(0, URL, LocalFilename, 0, 0)
 DownloadFile = (lngRetVal = 0)

End_DownloadFile:
 Exit Function

Err_DownloadFile:
 MsgBox Err.Number & ": " & Err.Description & vbCrLf & _
   "Occurred in DownloadFile"
 Resume End_DownloadFile

End Function

You pass the URL and the full path to the location where you want to the
file stored, and the function returns True if successful or False otherwise.