You are thinking of desktop phishing I believe.
What you need to do is edit the hosts file (you can make an exe and bind it to make a hidden edit if you have a victim), idk where it is on your computer, let me try to look it up. You need to edit it to make it load the contents of for instance, 127.0.0.0/Sites for that url. It will still display the same url but load the contents of the folder.