Go to local URL with Javascript

When I try this:

window.location.href = "file:///C:/Users/Cerbrus/Documents/SomeFile.js"

^{(Yes, it is a valid path.)}

Chrome throws me this error:

Not allowed to load local resource: file:///C:/Users//Documents/File.js

This is because JavaScript does not have access to local files (due to it being sandboxed), and you're setting the new url with JavaScript.
"SandBoxed" means a technology has restricted (or no) access outside a certain set of bounds. In the case of browsers, this means that the code that runs on the page can not access files on your system (Otherwise, it would be easy to "steal" data, by just having a look at the user's file system).

However,

Say, I have 2 files:

C:/Test/Test.htm
C:/Test/Test1.htm

Test.htm contains only this:

<script>
    window.location = "file:///C:/Test/Test1.htm";
</script>

This will actually redirect to Test1.htm, since the target file is on the same domain as where the source file's from.

You cannot access the file from the local system. Since the Browser works in the sandbox mode and you cannot breach the sandbox and reach the local file system since it would violate the security. Either try to directly load using an AJAX request else what you are trying to do is not possible due to sandbox restrictions and also does not comply with the security policies.

I guess its not allowed to load local resource from javascript

Unless you have a local http server running:

var url = "http://localhost/MySite/Default.aspx";
window.location.href = url;

It will work