PDF, HTML, and other file types cannot be directly linked within a plain text (.txt) file to open automatically. However, users can create an HTML or Markdown file that includes links to these files, which can be opened in a web browser. Markdown files are particularly user-friendly due to their simple syntax and can be previewed in editors like VS Code, which also supports following links. For links to work, they must be in URL format, including local files using the "file://" protocol, although this may not function in all environments. Advanced text editors and browsers can recognize URLs in text files, allowing users to open them through context menus. Markdown files can be enhanced by enclosing URLs in angle brackets to create clickable links when viewed in compatible browsers.