Well, the URL files contain resources fork inside. It's supposed that Apple's PackageMaker splits the forks when creates the Installer package, and joins them again after the installation. But seems that in certain cases, this doesn't occur, so the URLs are unusable. The Starter App opens a connection to the core, directly, but you may add to your browser's favorites the url for access the Webb interface in the mlnet core.
By default, mlnet uses the port 4080 for the webb access, so unless you change it, you may acces the core using any of these URLs:

http://localhost:4080 (localhost is your machine)
http://127.0.0.1:4080 (the IP of the loopback)
http://0.0.0.0:4080 (the bind address)

if you change the webb port in the options of mlnet, you should change the URLs to reflect that change.

P.e: If you set the port to 5555, the URL to access the core will be http://localhost:5555