That sends the image as an attachment - not the link.
I then tried wrapping your code with the href tag but it didn't work:
$WA_MailObject = WAUE_AddAttachment($WA_MailObject,"<a href='http://www.mydomian.com/path/to/file/".$WA_DFP_UploadStatus["WA_UploadResult1"]["serverDirectory"]."".$WA_DFP_UploadStatus["WA_UploadResult1"]["serverFileName"] . "'>" .$WA_DFP_UploadStatus["WA_UploadResult1"]["serverFileName"] . "</a>");