The new Desktop Connector that works in conjunction with Collaboration for Revit allows users the ability to link in non-Revit files into the Collaboration for Revit model. This was a huge added feature that allowed users to link in CAD files directly from their Desktop Connector folder on the users C: drive.
After testing today with a customer, I learned that this feature will only work with Revit 2018.2. If you try this with 2017, the path of the link file will list the user's specific user directory. This will not work because every user in the project will have a different user directory path. In 2018.2, the path is changed to a cloud path but in 2017 it remains listed as the specific user path.
So if you are using 2017 and need to link in CAD files, the only workaround is to import the CAD file into a Revit project and then place the Revit project in the Collaboration for Revit Cloud and then link in that Revit project into your project.