Are these files in URLs that are given to gw or linked from pages it is indexing? If not, gw cannot know where they are to index them. Like a browser, gw can only see URLs it is given directly, or URLs linked from those pages, etc.
Are the links properly HTML formatted (eg. double-quoted and HTML-escaped if needed)? Punctuation is acceptable in links, as long as the links are properly formatted.
Can you give us a URL to a page where these links occur?
href="ACL2-PC::TH.html" : anything up to the : is expected to be a protocol (eg http:). Coded with a protocol they will work: href="http:ACL2-PC::TH.html"
href="ACL2-PC>TH.html" : > is not properly html escaped. Escaped they will work: href="ACL2-PC>TH.html"