Folder link is not working in Microsoft Edge. Why?

[Windows Central Question]

Here is the folder link in my htm file.
<a href="Setup/U8DevTools/en/" title="Installer for U8 Development Tools">SetupU8Dev_e.exe</a>
When I click this link in Microsoft Edge nothing happens. But in IE11, Firefox and Opera it is working.
Is folder link not supported in Microsoft Edge? If no, what is the workaround for this?