You can store files in the database by using the MendixBinary attribute type. You must be an advanced user to use this type, because the MendixBinary type has it's own way to load and save binary data.
Much easier is too configure a common file location which is reachable by the two servers at the same (network) location. The full path to this file location can be set in the configuration file for the MxRuntime, application.conf. The configuration key for this behavior is: UploadedFilesPath.
That depends on the type of the servers you use. There is no one answer possible. Which server system are you using, Windows Server 2008 R2, Unix, Debian? Which DMBS's are you using, SQL Server 2008, Oracle?
For more information about deploying, see Deploying. For more information about configuring load balancing, using Microsoft Internet Information Services and Apache Tomcat Connector, see LoadBalancer HowTo
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Thanks for the reply Jonathan. I have found out a lot on the Mendix Wiki. I have 1 remaining issue. By default the Mendix platform saves images and files on the file system. This makes distributed deployement / load balancing even more complex. Is it possible to save the files / images in the database instead of the file system? If not, how do I keep the 2 (or more) environments in sync?