I realize this is very late. The above did not work for me so this was my work around:

1. Create a shortcut to the network file
2. Upload the shortcut to a document library in the site it is being linked to 3. Use a link to the shortcut to the network file, in the SharePoint library, for your network file link

I used this in Navigation and it works perfect. .

I realize this is very late. The above did not work for me so this was my work around:

1. Create a shortcut to the network file
2. Upload the shortcut to a document library in the site it is being linked to 
3. Use a link to the shortcut to the network file, in the SharePoint library, for your network file link

I used this in Navigation and it works perfect.