Hi, welcome to mojoPortal! If you are open to placing these files on the web server rather than the NAS, you could use the mojoPortal Shared Files feature to host and secure the files within mojoPortal. Authorized users would be able to set up a folder hierarchy within the Shared Files module, if that's needed. We may be using this method in the future for our iPad users to exchange files.
If you are hosting mojoPortal on your own server (that can see the NAS on the network), and want to keep the files on the NAS, you should still be able to link to them without using "file://". To do this, the web server would have to be able to see the files as part of its web tree so it could serve them. You can use a persistent drive mapping to the NAS' UNC path. There will undoubtedly be some permissions updates needed to do this.
If you are hosting externally, or the web server cannot see the NAS, I think the Shared Files module would be the only way to get around using a file:// link.
Jamie