Network in Legal Setting

Our law firm has 3 attorneys. Each has client files on their computer – one attorney organizes client files in folders labeled A-Z, the other two by folders with client last name and all of it is networked through Windows – no server.

Needless to say, I spend all my time looking across the network for the documents.

Is there a way to make a “shortcut” or pointer from my machine to these files regardless of where they are on the network?