You could use something like SFTP or OneDrive to put the file in a specific location. Depositing files straight onto your pc should not be possible, as it would be quite bad if random web applications could just put random files on your drive :-)
Hi Divya,
Checkout below blog for uploading file:
https://medium.com/mendix/upload-a-file-to-sharepoint-using-mendix-5f8f6c696a42
well ,If its a complex file operation i would say go for a Java action.
In my experience this one got complex scenarios covered