In Java can I create a URI for a file located locally in the hard drive? If so, how should it be constructed?
Look at File documentation:
File has a constructor, which takes URI as a parameter, and it also has method toURI()
if you want to get URI from existing file. You can play with that to understand how the things should be done.
You can also read about URI (it's not a java term). There is an example in Wikipedia:
file:///home/username/RomeoAndJuliet.pdf