Can't create a Link that jumps to another PDF and Page

New to Acrobat Pro (64 bit), I can't create a link in one PDF file that jumps to page X in another PDF (both in PDF files in the same folder).  I can create a link that jumps to a URL and the right page, but not another file. I’ve followed the directions: Select 'Go to a page view', Select 'Next' to set the page number, and view the magnification you want in the current document or another document (such as a file attachment). Then select 'Set Link'.  When I select 'Go to a page view', my only choice is to 'Add' (no 'NEXT'), and then I’m asked to 'Set Link'.  i haven't been able to open the other docment at the 'Set Link' point, nor specifying 'another document' at tthe 'Add' point . This has to be easy, what am I missing?  Thank you.