Link in a page doesn't link the target

[Likelynet]

The "problem" occurs when I try to implement a link (targeting an uploaded file) into a page. The upload and saving of the file went fine. When I used the icon (as following figure marks):

to implement a link targeting the uploaded file into the page I got a link which triggers the generation of a new page instead of doing anything with the uploaded file.

I use Ubuntu 18.04.4 LTS