It would be easier to makit specific for you if we knew your table tructure
but here's an example which will hopefully make som sense.

The table structure I used or this example was
tlHyperLink
---------------
Name    DataType
ID         AutoNumber
File        Hyperlink

The following actually adds the value to th table:-

Sub AddHyperLink( _
   Tablename As String, _
   FieldName As String, _
   Hyperlink As String, _
   DisplayText As String _
)
   Dim db As DAO.Database
   Dim strValue As String
   Dim strSQl As String

   Const ELEMENT_SEP = "#"

   If Len(DisplayText) < 1 Then
       DisplayText = Hyperlink
   End If

   strValue = DisplayText & ELEMENT_SEP & Hyperlink & ELEMENT_SEP

   strValue = Replace(strValue, "'", "''", Compare:=vbTextCompare)

   strSQl = "INSERT INTO [" & Tablename & "] ([" _
          & FieldName & "]) VALUES ('" _
          & strValue & "')"

   CurrentDb.Execute strSQl
End Sub

The following is an example of adding the entire contentsof a folder

Function wut()
   Dim strFile As String
   Const FOLDER_PATH = "D:\Projects\Pinnacle\Tools\Automation
Wizard\Audit\"

   strFile = Dir(FOLDER_PATH & "*.txt")
   Do While Len(strFile) > 0
       Call AddHyperLink("tlHyperLink", "File", FOLDER_PATH & strFile,
strFile)
       strFile = Dir
   Loop
End Function

If you have one filename you could do the folloing
   Call AddHyperLink("tlHyperLink", "File", YourFileName,
Dir(YourFileName))