SIC has a couple of integration options for connections back to on-prem resources.  One is the ability to tunnel specific endpoints (Web-APIs, SFTP servers, etc.) back to OneStream allowing them to be interfaced in a very similar manner to VPN.    This would not work with SMB file shares; however, SIC ALSO provides the ability to retrieve data from files contained in SMB shares using remotely invoked BR's that are available on the SIC Gateway (running in the customer's environment).  A simple example of this is illustrated below using a Smart Integration Function and would work for file sizes up to ~500-600mb in size.  Would something like this work for your scenario?
namespace OneStream.BusinessRule.SmartIntegrationFunction.TestFileRead
{
  public class MainClass
  {
    public byte[] RunOperation(string year)
    {
      string fname = @"\\someshare\path\hw_" + year + ".csv";
      byte[] buffer = System.IO.File.ReadAllBytes(fname);
      return buffer;
    }
  }
}