Linking to internal file using IE9

We are creating a word press site to use as our Intranet site. I am new to WordPress but finding these forums very helpful. However I am stuck. I’m trying to create a link to an internal file for an internal program we have. The file installs the program on your computer. IT uses these links to easily install programs on computers. I can get the folder to open up in Chrome. Can’t get file to open but at least can get to folder. However in IE9 I can’t get to anything.

I’ve searched multiple topics close to this and tried their fixes but still not working.

I am using this link as per other help topics said to use but its not opening. file://///I:/Folder/file.application

I’ve also tried with 3and 5 /’s. In Chrome I can get file://///I:Folder/ to open the folder where I can then click on the file itself.
Can someone help me understand how to get this to work in IE9?
Thank you in advance.