Is there a way to add links to attachments in a report?

You can create an SQL syntax similar to this example for opportunity attachments. You must have the AttachmentsRead role. It gives you read access to attachments to UCM server.

SELECT

fdt.file_name,

fd.DATATYPE_CODE,

fdt.dm_document_id,

fdt.dm_version_number,

  fdt.dm_version_number document_id,

  fdt.dm_document_id UCM_file,

CASE

WHEN fd.DATATYPE_CODE = 'WEB_PAGE' THEN FDT.URL

ELSE

    'https://'

|| h.EXTERNAL_VIRTUAL_HOST

|| '/cs/idcplg?IdcService=GET_FILE&dID='

  || fdt.dm_version_number

  ||'&dDocName='

  || fdt.dm_document_id

  || '&allowInterrupt=1' 

END File_Link

FROM

fnd_attached_documents fad,

  fnd_documents_tl fdt,

FND_DOCUMENTS fd,

FUSION.ASK_DEPLOYED_DOMAINS h

WHERE

h.DEPLOYED_DOMAIN_NAME = 'FADomain'

AND fad.document_id = fdt.document_id

AND fad.document_id = fd.document_id

AND fdt.LANGUAGE = 'US'

AND fad.pk1_value = {{Optyid'}}