If it's on the computer (no server): double click the icon of the file itself. You could place an alias on the desktop.
If the file is served: type in the address field of Safari:
"fmp://<hostname or ip-address>/<filename>" (without the quotes) and hit Enter. If this works, then do it again, but don't hit Enter. Drag the icon in front of the url to the desktop. Now click this item. If it works, then change the name and the icon to recognizable items in the Info panel. Copy this 'internet-location' file to the desktop of all your users.