Do you mean this/these files are available from an online resource - e.g. a server/google drive?
Do mean a directory on your device/phone ? There are some restrictions depending on your android version. But see here for an extension you can use to download things
If you want to share them, you probably want to share the online resource link and not the file on your device ? If you want to share files from your device, use the Sharing component from the Social drawer in the palette.