filemaker does this really well actually.
if its a shared database be sure to store the document(s) on a shared folder on a server
on your client computers, set up a mapped network drive to that server share e.e. S:\ where S:\ is mapped to \\servername\sharename
create a containerfield in your filemaker database.
create a script to attach the file, choose the insert file script step, but tick where it says store only a reference.
when you insert a file into te OLE field, store the file on your mapped drive.
When you add the file it will add the following reference: S:\filename.xxx
because everyone else on your network is using the same mapped drive, everyone will be able to open the same file, as long as it is stored and reference to the shared/mapped drive.