Steven,
Have a look at these module from the marketplace that provide de functionality you are talking about for Azure and AWS S3:
https://marketplace.mendix.com/link/component/117898
https://marketplace.mendix.com/link/component/120340
Both work easily OOTB
Other connections like OneDrive should be possible to implement in a similar fashion. Accessing network drives is more difficult due to the permissions on these locations, so the complexity there is how you woould be able to access the drives on the network from the cloud.