You need to turn off Protected View in Office. The answer to your question can be found on How to Disable Protected View in Microsoft Office While Opening Email Attachments or Downloaded Files?
Including the steps below:
If you also want to turn off Protected View feature in Office 2010 or
Office 2013 version, check out following simple steps:
First launch any Office program such as Microsoft Word and then click on File menu present in the ribbon.
Now click on Options tab present in the left sidebar.
It'll open Options window. Now click on "Trust Center" tab given at the end in left-side pane and then click on "Trust Center Settings"
It'll open a new window to customize Trust Center settings.
Click on "Protected View" tab and in right-side pane, you'll see following options:
Enable Protected View for files originating from the Internet
Enable Protected View for files that are located in potentially unsafe locations
Enable Protected View for Outlook attachments
All options are enabled by default. Disable the desired option or disable all given options to turn off Protected View completely and
click on OK button to save the changes.
Close the Office program and now whenever you open a file downloaded from Internet or attached in an email, it'll open normally
instead of Protected View.
PS: If the above method doesn't work for you, click on "File Block
Settings" tab in Trust Center Settings window and then click on
"Restore Defaults" button.
NOTE: You'll need to follow the same procedure for each Office program
such as Word, Excel, PowerPoint separately.
NOTE For Network Drives:
You need to enable the checkbox "Allow Trusted Locations on my network
(not recommended)". It's present under the list of locations that you
added. Once you enable the option, it'll allow you to open documents
from a network share. You can then enter either the drive letter or
the UNC and it should work without any problem.
Thanks to our reader "Joe" for the network drives tip...