Why do you need to?
If you're trying to run your sketch on your own computer, simple move the text files you want to have it read to the data folder. Or point loadStrings() at the whole path to the file, as amon.owed has demonstrated above.
If you're trying to run the sketch on your local computer but want to read the text files from a URL, that is possible, simply give the URL to loadStrings().
If you're trying to get your program to run in a browser, it can read files from the same server that the sketch is hosted on.
If you want a sketch running in a browser to read a text file from the the user's local machine, or you want to read a text file from a different site, you may have to
sign your applet (which is a pain in the butt to do and may make a lot of people not want to run your applet).