Links in group libraries

Hello, a few members of our lab are new to Zotero (and loving it!) and wondered about the ins and outs of group libraries. In a group library is it possible to link to pdfs (for example, in a shared drive that a few group members have access to)? Or does the group library necessitate that any pdfs be stored as part of Zotero storage of the owner? Many thanks for any info and apologies if the info is available elsewhere.
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