I tried uploading a file in the 2 online demos of RTE : V2 and V3 Beta1, following the same procedure, but with different results.
1. point to a file on the C-drive and hit the upload button, being patient

2. hit the preview button and see the preview (a gif image)
3. OK, back to the textarea, see the underlined text (path)
4. submit form. Now it's a real hyperlink, clik on it and the gif-file is displayed in a new browserwindow in the V2 demo.
In the V3demo it says: The Page cannot be found

And why are these 3 characters "ZFE" added to my filename??
At my own site, things go different: after uploading the file and submitting the form, redisplaying the textarea shows an underlined text, but no clickable hyperlink!
First I thought it is the wrong pathname, because as you can see above, there is a map "RTE" inserted in the pathname. I think, I had nothing to do with that. I might be present at richtexteditor.org but sure it is not on my site. I edited the link and made it point to an existing file, but that makes no difference at all.
Any ideas?