video won't play when linking to exec file by hyperlink

I published my course to a shared drive. When I click on the exec file it launches and works perfectly.

I have a word doc with a list of packages on it. There is a hyperlink to each package's exec file. It is stored on the shared drive also

When I point to the exec file (or the html payer file) by hyperlink the package opens and plays file but the videos don't play.