I'm still struggling with this and still trying to figure out if it is my problem or Moodle 2.02.
As far as I can tell, you cannot link to a file in a Moodle "standard" repository such as Private Files because you cannot get its URL. This is understandable as it is outside of the web server area for security reasons.
If you create a repository yourself on the file system (eg to share departmental resources) you have the same issue.
For the same reason you cannot link a repository file into the HTML editor area (as you used to be able to do).
Again, if I have got it right, you could create a folder in your course, upload some files there and then link from the HTML Editor as a work-around (you could then even hide the folder if you wanted to but it feels a little "kludgy")
Therefore, on my understanding (which I hope is flawed), unless you have an external repository you cannot link the same file to two different courses in Moodle 2 (as the workflow document proposes).
So I actually think on balance, as far as this issue goes, you are better off with 1.9.
Having said that, Moodle 2 has some great features which we still consider worth having in spite of a few usability issues like this one. We are not finding it slow.