This can happen when you are running IIS
and you run the html page through it, then the Local file system
will not be accessible.
To make your link work locally the run the calling html page directly from file browser not visual studio F5
or IIS
simply click it to open from the file system, and make sure you are using the link like this:
<a href="file:///F:/VS_2015_WorkSpace/Projects/xyz/Intro.html">Intro</a>