The only way I've found to do this is by using the attachment to find the path to the original document, copy the original document, then paste a shortcut where you need it. I've illustrated below how to do this:

1) Once you've opened the attachment, go to "File > Properties"

2) At the top of the "Properties" dialogue, copy the entire path to the document:

3) Then open the LF Client and paste the path into the "Location" bar (**Remove the document name from the end**)

4) Then, you should be directed to the folder containing the original document. Find the document by name, right-click the document, and choose "Copy"

5) Navigate to the folder where you want the shortcut, right-click in the contents area, and choose "Paste Shortcut"

That should do the trick!