Document file: protocol

Fixes duckdb#4525

_data/menu_docs_dev.json

@@ -1207,6 +1207,10 @@
                 {
                   "page": "Querying Parquet Files",
                   "url": "query_parquet"
+                },
+                {
+                  "page": "File Access with the file: Protocol",
+                  "url": "file_access"
                 }
               ]
             },

docs/guides/file_formats/file_access.md

@@ -0,0 +1,17 @@
+---
+layout: docu
+title: "File Access with the file: Protocol"
+---
+
+DuckDB supports using the `file:` protocol. It currently supports the following formats:
+
+* `file:/some/path` (host omitted completely)
+* `file:///some/path` (empty host)
+* `file://localhost/some/path` (`localhost` as host)
+
+Note that the following formats are *not* supported because they are non-standard:
+
+* `file:some/relative/path` (relative path)
+* `file://some/path` (double-slash path)
+
+Additionally, the `file:` protocol currently does not support remote (non-localhost) hosts.