Zotero's limited functionality - inability to hyperlink to pdf files attached to a Zotero record

I am trying to replicate the hyperlinking behavior that I set up in OneNote. I hyperlink my OneNote comments to my pdf file collection in DropBox, so that when I click on the OneNote hyperlink, a pdf stored in DropBox opens immediately in my local application.

Can the equivalent be achieved in Zotero, or can it not be achieved? And if it can be achieved, how? And where is the documentation?

I think the problem is that I am trying to use Zotero as a kind of souped-up Windows Explorer, with bibliographic capacities. That's not what Zotero is. It is primarily a set of bibliographic records, and any attachments are kept off-stage. It seems that pdfs in the Zotero attachment store cannot be linked to from programs like OneNote in the same simple way as DropBox Windows Explorer and other collections of files and folders like pdfs in Amazon S3 can be linked to. (Obviously it is technically possible for them to be linked to, but the functionality is much clunkier and more complex).

The result is a considerable limitation in Zotero's functionality, and I think it would be helpful to be upfront about this, by describing more clearly in the introductory videos how Zotero works.

When linking from OneNote to my DropBox Windows Explorer file collection, I hyperlink from OneNote to the pdf url in DropBox. Click on the link in OneNote, and the pdf opens in a local application immediately without further ado.

With a similar link from OneNote to Zotero's remote 'My Library', clicking the link opens an interface. I then have to click on the attached pdf file. It downloads to my browser. I then click on the download, and it opens.

So the process is considerably different from hyperlinking to a pdf Windows Explorer file in DropBox.

I would not consider transferring my files to Zotero unless I can hyperlink from OneNote to my Zotero files and achieve the same 'one-click' pdf opening behavior.

Pdf storage is of course different in Zotero from in DropBox. In my DropBox folders, what I see is the pdf. In Zotero, what I see looks like a pdf but is actually a record, to which the pdf is attached. Hence the difference in the hyperlinking behavior.
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