To Add a File Link to the WorkSet Link Set
In the Explorer dialog Links tab, right-click on the WorkSet link set and select Edit Link Set.
Click the Create Link icon and from the drop-down menu, select Link From File.
The Create Links dialog opens. Controls in this dialog are analogous to those in the Open dialog.
Select the file that contains the links you want add to the element and click Open.
The Link Target dialog opens.
In the Link Target dialog, select the desired object to be linked and click OK.
The name of the link displays in the WorkSet link set of the Explorer dialog Links tab.