Linking files to files in Document.

Linking files to files in Document.

Working online.... this is possible offline in word for windows but seemingly not online.
Links. Hyperlinks work to another web site and even to within Evernote which is naughty but nice.

I would like to have a link from a word in a file to either another file or a specific word in a file within Documents.

This appears not to be possible. I can attach a link to a web address but it won't let me write the name of a file I want to link to.
This would be useful as I writing a novel and to have links to doc files with research details directly from a doc file would be very handy.
Any ideas?