If the link displays as file://///server/folder/documentum.doc then that must mean <?php echo $row['Link']; ?> prints file://///server/folder/documentum.doc, and since your href specifies file:///<?php echo $row['Link']; ?> then you'll be getting file:///file://///server/folder/documentum.doc.

So try not adding file:/// yourself, then it should work.