You can take a look at this module :
https://marketplace.mendix.com/link/component/106858
Mendix itself is a server – from your question I do not get whether you expect to host the files within the Mendix server, or in a separate one. Mendix integrates with practically anything, so that should not be a problem either.
Regardless – if storing on the Mendix server is sufficient, take a look here: https://docs.mendix.com/howto/data-models/working-with-images-and-files/
And if you want to integrate with outside services, I recommend taking a look here: https://docs.mendix.com/refguide/integration/