It is possible to create a web link folder in Outlook using the VBS script below:
Modify the above script with your archive URL, save it with a VBS extension and test.
Once you're satisfied it is working, it can deployed centrally using Microsoft Group Policy Management Tool.
One can also use the GPO tool to centrally add the MailArchiva website to the Intranet Zone.
See below for more info:
http://www.makeuseof.com/tag/configure-trusted-sites-internet-explorer-group-policy/