The problem is the edit outside of the platform. Then storing the files inside Mendix will not work. Did you take a look at box? (https://www.box.com/). There is one Mendix partner that has a connector for this: Nokavision (http://www.nokavision.com/)
If you just want to link to a document you can use the link button for that (https://world.mendix.com/display/refguide6/Link+button), You only have to think about how you manage all those links. You could create a webservice that retrieved all the current links or something like that.