I was trying to accomplish this at my old firm. unfortunately I no longer have the files (or sharepoint to test) but mybe I can be of help anyway.
There are several issues connected to this.
First you need to find the real URL to where the files are located. this differs on the version of SP. I got this working using my desktop version since me as a user was logged in to sharepoint. When you find out the URL just connect as any webfile.
Second and this is what I didn't manage to solve before I left. Sharepoint has some sort of authentication method which qlikview has support for (at least Sense). But it is tricky. I was told that this would be manageble using a manual reload button in the qlikview app. You need to be logged in on sharepoint on the server OS running as your own user. There is support this this as I said. Anyway I can barely remember. Basically this is a Sharepoint problem not a qlikview problem.
hope I could at least point you in the right direction