What kind of document are you linking to from your network location? The document would need to be a file type that a browser can open, like a PDF. Also, Acrobat in the process of launching a browser to open linked document, will prompt you with a Security Warning. Do you see the option to choose "Allow" "Cancel" or "Block" opening the file?
The file type is a .psb.
But I'm happy to just reference a network folder, and not a specific file. Sp that when the user clicks the link, it opens a folder window and shows a file list.
A hyperlink destination needs to go to a file, not just to a folder/directory. While you can specify this link in Indesign, a viewer of the PDF will click the link, and have nothing happen. I would suggest linking to something other than a .psb file. This would require the user to have Photoshop, if they do not have the application, will not be able to view.