Hi Duane,
If that works for you I guess its ok, but really Shared Files is not intended for files used in content of other features.
User could use the regular file manager to upload files or they can upload them from the wysiwyg editor, ie if you want to link to a file in content you can use the link browser to browse server files and upload them. That is the recommended way for files that are to be used in content.
Shared Files is for sharing files based on roles, so the files are protected unless the user is in a role to view the page and/or feature instance. Even if the user knows the url to download the file they can't download it unless they are in an allowed view role. So if the Shared Files module is protected by roles then any links you use will not work unless the user is in a role that is allowed.
Hope that helps,
Joe