In fact, you have to copy-paste the URL of the file for it to work. The best is to open it in your browser in order to be able to copy and paste.
Examples:
file:///Users/lucgaignard/Desktop/Lower-Thirds/lower%20thirds/browser-source.html
file:///Users/lucgaignard/Desktop/Lower-Thirds/lower%20thirds/control-panel.html