How to open a word file from SharePoint ?

Question

I created a Macro with the following code. The problem here is that a window opens but whatever docx file I click nothing happens. If I go to that SharePoint page I can open, that Word document without any problem.

I tried to apply this Macro to excel and other office apps and still the same. An explorer window appears but nothing open, whatever I select. Any idea what might be wrong in this code?

With Application.FileDialog(msoFileDialogOpen)

.InitialFileName = "https://acp4eu035hotmail.sharepoint.com/xxxxx/xxxxx/xxxxxx/"

.AllowMultiSelect = False

.Show

For Each vrtSelectedItem In .SelectedItems

Debug.Print vrtSelectedItem ' adjust this to do whatever you need

Next

End With