It is working as expected.
The web server works as several purpose (admin console, container donwload/upload etc.), for Web Direct the URL need webd in it.
If you are experienced with IIS or Apache configuration, you would be able to change the behavior.
It sounds like the FMP:// protocol is not correctly set up on your machine. Do you have FileMaker installed on it (not just FM Server on the 126.96.36.199 machine)?
Hope this helps!
Aha, I misleaded by "working" part. I thought you want to shorten the URL for webd.
danielfarnan is correct, fmp: does nothing with web server, so you can get nothing from http: with webd is working.
It works all at client, that launch FMP with the URL. Opening database is the job of FMP, not browser nor url.
Can you open the database using "Open remote" in FMP?