After choosing "Turn editing on" and "Add an activity or resource", you can select "URL".
In the menu that opens, give the link a name of your choice. Then you can mark each file path in the browser and insert it with the key combination "Ctrl-C" into the clipboard to insert it later with the field "External URL" with Ctrl-V (on Mac computers Cmd-C / Cmd-V). Alternatively, you can call "copy" and "paste" in the menu with the right mouse button.
Alternatively, you can always insert links (i.e., text pages, text fields, forum posts, .... - for all mood materials and activities) through the text editor panel. To do this, select any phrase and then select the usual symbol:
You can enter the desired address in the open popup.
It is possible to save files in Moodle in a hidden area for the participants and to link them elsewhere in the text.