We do something like this in our application, and what you need to do is send them to a bucket yourself. Mendix is using an S3 bucket itself, but it's impossible to do anything with these files outside the Mendix environment.
So what you can do is save the file in Mendix, and after that sent it to Amazon S3. You can use the AmazonS3Connector module from the app store to connect to your bucket. This way, you can access your S3 bucket, see or edit your files and expose these files directly without Mendix being in between.
Hope this helps!