Your Mendix application won't have access to files on a user's computer to do this unless they have something like an SFTP server installed on their computer, and their computer is visible on the network to your application.
If they do have an SFTP server, you can use the SFTP module in the Mendix Marketplace to retrieve remote files.
https://marketplace.mendix.com/link/component/107256
I hope this helps, and gives you some pointers on how to proceed.
Good luck!