Click Here , i.e. href="file:///E:/Echo Destination/1212040003.docx"To confirm the link syntax you want first, Write a simple HTML file with the link to make sure you have the correct quoting and the link content is correct.
. . . . . . . from XYZ
Here I am unable to open this document via click on this column link on report............
If the result is different, then we can discuss why it isn't what you are expecting.
<a href=file:///E:/Echo Destination/1212040003.docx> go to file </a>