No matter is local network shared document or Sharepoint document in Excel format, you can Pinned the document in your list as below.

Method 1: Pinned at Excel ->File-> Home-> Recent 

You can directly access Shared Document under the Pinned in Excel -> File->Home

Method 2: Pinned on Excel tab in Task bar.

You may access the Shared Document when right click on the Excel in the Task bar, and select the Shared Document in the Pinned list.

These method also able to open the Shared document in local instead of Excel Online if the Sharepoint file size exceed 50MB, example error message as below.