LOAD DATA only works with files that are on the same filesystem of the IRIS instance. Raj mentions this and the fact that an import from local machine is a great next feature in OE, https://openexchange.intersystems.com/package/IRIS-Data-Loading-Client.
The problem of fetching data from many different machines is a really the seperate problem of machine to machine file transfer, which is really about protocols, network access, authentication and authorization.
Here is the documentation for TO_VECTOR, https://docs.intersystems.com/irislatest/csp/docbook/DocBook.UI.Page.cls...
The Vector datatype documentation is below, but doesn't necessarily help a lot. I think this is because you will typically need a Python library, like sentence_transformers used in iris-vector-search, to generate useful vectors.
https://docs.intersystems.com/iris20241/csp/documatic/%25CSP.Documatic.c...