The markdown renderer that Jira Cloud uses only recognizes HTTP-based URL's and URI's. Trying to embed links using other protocols, such as smb, file, or doors, Jira's markdown renderer fails to recognize them as legit hyperlinks.
Support links to other resources that use non http/https protocols
This is particular important for teams that have existing internal network storage, and don't want to duplicate where those files are stored by copying them to Jira's attachments. In many cases it would be very helpful for end users that can see a Jira issue, or a JSD request to be able to see links to internal resources in some scenarios.
There are no work-around for this in Jira Cloud at this time. Should one become available this section will be updated to reflect this.