I know this is an old thread, but for anyone coming across this like I did, there is a new solution.
I don't think it was in android Lollipop, but maybe Marshmallow and definitely from Nougat on up ....To add Data documents to the Home screen, or folder on the home screen you do the following ......
1. In a file browser (just about any) locate the document or file
2. Long press the fie to select it. A check mark should show next to it if it is selected.
3. Pres the 3 dots, usually in the upper right corner.
4. Press, "Create Shortcut" or "Add Shortcut" or something worded like that but my depend on the file browser app in question.
5. Pressing "Create Shortcut" may show a pop up bubble stating that a shortcut has been created on the 'home screen' or 'Launcher'. Sometimes other ones, perhaps ones that say "Add Shortcut" may ask you where you want to put the shortcut via a drop-down menu that shows either, 'My Files' and/or 'Home Screen' just choose the 'Home Screen' or 'Launcher' option.
6. Once shortcut is on the home screen you can love this shortcut, which is really only a link to your file or document, to any created folder.