Is it possible to put a link in a folder?

Hello,
Thanks in advance for any help.

I am in the process of trying to make an extensive paper "Hard copy" filing system into a "Soft copy" scanned into pdf file directory. I do have microstation documents that are already located in a database and I would like to be able to point users to the microstation files from my directory. I am not a programmer and even if I was given code or a batch file I would not know how to make it run. What I would like is to be able to store a link in a file but not have to have it be located inside a text document. Is there a way to do this for a non programmer minded individual? So to clarify is there a way to have a link inside of a folder not a file?

Thanks,
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