Hi @Ana Cunha,
Please take a reference to the troubleshooting steps in this thread: Unable to connect network drive error: Make sure the disk is properly inserted or the network resource is available and then try again. If this issue persists, I'm afraid you have to copy the actual file into the files folder instead of a shortcut that points to the file.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.