I don't know if it suits you, but have you tried SharePoint? If you access to SharePoint as well, you can link PowerBI to SharePoint folders and files just as the ones you have on the network. But you can make you BI update automatically the source file information if it is on SharePoint via gateway, but not in a local directory. And since every file created has a web link, you can use it to link to your dashboard. I never tried creating links from the dashboard to outside, but I believe it could work.