Yes, you can do this two ways.
One way is to use the ../filename.html
The .. refers to the parent directory where the filename.html
resides.
You can always use the absolute path like:
http://www.art.net/Studios/Visual/Samia/dir1/filename.html
You can also specify different directories (rooms) within your
space. like ../dir2/filename2.html where the .. is your
studio directory ~samia.
Hope this helps.
-lile