Can Notepad++ be made to open file links in itself?

file:// is an intrinsic protocol of Windows, so if you want to ignore the "whatever file-association [is] set in Windows," i'd suggest you use a dedicated protocol, say npp://. Then add this to your registry (using the corresponding path on your system):

[HKEY_CLASSES_ROOT\NPP]
@="URL: NotePad++ Protocol"
"URL Protocol"=""

[HKEY_CLASSES_ROOT\NPP\DefaultIcon]
@="\"C:\\Program Files\\Notepad++\\notepad++.exe\""

[HKEY_CLASSES_ROOT\NPP\shell]

[HKEY_CLASSES_ROOT\NPP\shell\open]

[HKEY_CLASSES_ROOT\NPP\shell\open\command]
@="\"C:\\Program Files\\Notepad++\\notepad++.exe\" \"%1\""