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.