No linked files can not be part of an assembly.
A way you might approach this is by overlaying views on a sheet:
-Create your assembly and assembly views
-Create a normal view with linked file visible, in the same view direction (and same scale) ans the assembly view.
-Overlay both views on a sheet.
So this might work for one or few views but not a real feasible workflow if you have many assembly views.
Louis

Please mention Revit version, especially when uploading Revit files.