Filepaths can be done, URL's to web sites cannot. If they are URL's to a web site, you can use a web viewer instead.
To ste up file paths, you can examine the text inside a "store by reference" container field to figure out the format you need. (getastext (Containerfield) will return the contents of such a field so that you can see how the file reference is structured. You can then use Set Field or Replace Field Contents to modify the container field data just as though the field is a text field in order to move the filepath data into the container field, correctly formatted for your platform.