If you have your document/documents exported with the Excel data file via the advanced search and then in "Select action", the link of the corresponding file in the Excel file, under the cell "PDF path", must first be activated with a click.
First after that the hyperlink is activated. You can then click on this hyperlink directly - the document you have exported will be opened immediately.
This intermediate step cannot be skipped. This is a security feature of Microsoft Excel, which means that unfortunately PaperOffice has no control over it.