There is a SFTP mogule in the marketplace you could use. But then you would need to have a SFTP server or a NAS lying around. Second option would be to create a webservice where you can either retrieve those files or that the other end can push those file to your webservice. The easy way imho would be the SFTP route.
And Mendix creates the unique identifiers for you.
And about your last question that all depends on the extension. A PDF doccument can be shown inside your app but if the mime type is not known the file will be downloaded so the enduser can then try to read that file in another application.
Regards,
Ronald
Hi Simran,
There is a nice learning path about setting up a REST integration and Excel import from the Mendix Academy.
Hope this helps.