Hi Anuj Joshi,

The file object represents the records stored in User's chatter and Content Files.

It supports all file types up to 100MB each. You can share files here with Chatter or by creating groups. You also have a private section so no other users in the Salesforce CRM system can see them. The Files tab requires no admin setup and is ready to use when Chatter is enabled. Since this integrates with Chatter and Content, think of this as a central repository where all files from those two can be accessed if you have the proper permissions.
 
You can store the document in myFiles using API as well. You need to store the content as content document in personal workspace and provide ‘origin’ field in content version object as ‘H’. (origin is a picklist field in content version object and has two values ‘C’ and ‘H’. C denotes the file is in users personal workspace and ‘H’ denotes Chatter files from User’s myFiles.). This will insert the document in myFiles.
 
You can also share the file later on with any record by posting the file into content of the record by using contentPost.

If you want to import and export data into any of the sobjects please refer to the below links

Data import using Data Loader:http://dataloader.io/importing-data-salesforce

Data export using Data Loader:http://dataloader.io/exporting-data-salesforce

Please mark it as solved if it helps you.

Best Regards,
Nagendra.P