A file link is a link inside the Sequence web app that hands one specific file to Sequence Shuttle to open on your Mac. Shuttle is the native macOS menu bar app that gives Sequence direct access to your project files. Opening a file this way is narrower than mounting a project: the separate Mount with Shuttle button in Sequence mounts an entire project as a local drive (a folder that appears in Finder like any other disk) and reveals it in Finder, while a file link only ever concerns the one file it points to — see Mount and unmount your projects for that flow.
The first time a given file is opened this way on a Mac, Shuttle doesn't open it right away. A small floating confirmation window appears — separate from Shuttle's main Settings window — titled Open file from Sequence?, naming the file and the project it belongs to, falling back to their IDs if Shuttle doesn't recognize them locally yet. A checkbox labeled Always allow opening this file on this Mac lets you skip this window for that file going forward; leave it unchecked and Shuttle asks again next time. The window's two buttons are Don't Open, which cancels, and Open, which confirms. Once you've allowed a file, Shuttle remembers it by its unique file ID on that Mac only and won't prompt again for that same file.
Note
There's currently no way to remove a single file from Shuttle's remembered list yourself once you've allowed it — contact support if you need that reset.
After you confirm, Shuttle mounts the project silently in the background if it isn't mounted already — no Finder window pops open on its own — then opens the file in your Mac's default app for that file type. If Shuttle can't resolve the file, for example if its connection back to Sequence is temporarily unavailable, the window falls back to showing only the file's ID, and confirming ends in an error alert instead of the file opening.
If a file link doesn't seem to do anything, confirm Shuttle is installed and signed in — see Install Shuttle and sign in — or check its current state from the menu bar icon and menu.