I called IBM, and they said there is very little documentation regarding this. Their answer was that the Archive link in Domino Web Access only works if the archive file is on the mail server. In my case it isn't, it is on a dedicated archive server.
Further, when I click on the Archive link in DWA, it goes to a strange URL that I don't know how it could come up with. I'll give you an example below. Obviously the full URL is invalid, but somehow it did pull the correct servername.
If this can't be done, then it would be nice to to at least provide for my users a webmail redirect that will open their archive, so they don't have to be given a unique URL to their DB. While webmailr lets you point to a different path, it doesn't provide a mechanism to access a DB with a different name. All of my archive names are prefixed with a_***
In short, I'm looking for the most elegant way for my users to access their archive without the Notes client, and their archive is on a server other than their mail server.