Making file links?

How do I create a link on a mac to a file? I know in windows I can say File://mycomputer/documents/file.exe and it will produce a link that I can paste in an email for people on my network.

Question is how do I do this on a mac?

 

You can then copy the alias into an email and it will hold up?

 

Okay maybe I wasn't specific enough. The file resides on a network not actually on the computer I am working on, and it is too large for me to post in an email. Therefore I want to produce a link that a person can click on in an email that will either take them directly to the file or start an immediate download.
I tried making the alias but when I copy and try to place the alias it doesn't work.