PDF hyperlinks in SharePoint Don't Work

UPDATE:

If I create all the PDFs with the links (local file) on my own computer and then copy the PDF docs to the company's SharePoint folder, none of the links work.  However...

I copied the Visio source files to SharePoint, created the sub-maps' PDFs on SharePoint and then opened the main map.  From there, I created the hyperlinks to the sub-maps...local file...and saved the main map as a PDF.  Deleted all the Visio source maps...left with just the PDFs.

Opened the main map and tried the links...THEY ALL WORK!!!  So...

Could it be that when you save a hyperlink as a "local file", Visio actually saves the local URL invisibly and transfers that to the PDF.  That would explain why the transferred PDFs do not work but the PDFs actually created on SharePoint using "local file" actually work?

Thoughts???