I use OneNote 2010at work and 2013 at home and it is frustrating that the linking to files in 2013 has been made more difficult.
The way I do it in 2013 is the following:
Click on the file in it's original location.
Drag and drop it onto the OneNote page and select "Attach File".
(This creates an unlinked copy in OneNote)
Right Click on the copy in OneNote and select "Copy Link to Original"
Right Click on the OneNote page and select "Paste"
This creates a link to the original file.
The copy can then be deleted.
As other contibutors have stated, there are other methods but I find this the quickest and easiest.
Provided the other users have access to the folder that the original is stored in, the link should work for them too.
If you are seeing the message "An unexpected error has occured" then either the user in question has no access to the folder or there is something wrong with the path in the link.
You can check the path by Right Clicking the link and selecting "Edit Link"