What type of file is it?
I'm not fond with how WP works in this regard. I think you have to download it again, and it really doesn't save it unless its a doc or exel or PDF file that the OS or app can open.
Same goes with email attachments. You can't just save them to a folder. If the OS can't open it, you can't do anything with it.
Unless you connect your phone to your computer and copy a file like a zip,exe, etc over manually you can't get it on your phone and use it for storage