I think you'd have to use something like WebDrive so you could map an http address to a drive letter (that's assuming you really do want to make these available via a web server). You may be able to specify UNC paths in the structure application definitions file to make these files available on a shared Windows server.
I'd imagine that the access time will be a performance hit, but probably not too significant.
You could also set up an FDK client or FrameScript on each system that checks the server for updates when opening a file, then pulls down the updated files to a local folder. This approach has the benefit of still allowing people to open files if the server is down or inaccessible because they'd still have access to the last version of the apps.