Do these have to be web hosted, or can they be linked to a file on my local network?
Depends. If you use the dashboard remotely (cloud) then wherever you host them must be remote accessible as well. Otherwise, just needs to be on a web server somewhere.
As @dman2306 eluded to they could be local, but not just on a NAS or computer shared folder. You would still need to create a 'web sever' to host it, but it could run locally (NAS, R-Pie, Win10 etc.)