How to create a file as a hyperlink via API?

Hello there,

How can I create a file as a link via the API?

I see that most of the forum says it can’t be done, but I’ve just installed a marketplace app, and they are able to do it, so surely there is a capability somewhere?

If this is limited to custom apps, then please let me know, as we do need it, and yes we know about the link column, but our use case is quite specific as to why we need it work via the File column.