Files and assets are two different concepts. An asset represents a file already in Craft, and you'll be able to search and browse for it in the Assets section. Whereas in a number of different cases, you'll want to create (upload) an asset from a URL.
If you have an existing asset in Craft already, so you don't want to upload it, then provide just the filename and extension in your feed. This is as per the documentation.
If you want to create an asset from a remote URL, you'll need to tick the "Create asset from URL" checkbox in the mapping screen for Feed Me. If you do this option however, you'll need to provide an absolute URL to the file you want to import into Craft.
So, with the above in mind, the short answer to your question is that Feed Me doesn't support creating assets from a local path, but it does support it from a local URL. You'll need to change the path in your feed to point to a full URL, which you can achieve by moving it to a folder in your project, or setting up a virtual host in your favourite local dev environment.