Searching a local file server from SharePoint Server Subscription Edition

I'm trying to get a search function that will look at all documents a user has access to from a file server. I've managed to get the document crawler to work and the search will bring up results, however you can't actually open any of them. Clicking the link does nothing and instead you have to copy and paste the location into the browser for it to open the file.

I'm not sure if I'm just missing something as I've never dealt with on-prem SharePoint before or if this is even possible to do in the first place? Any help is greatly appreciated!