A generic SAS-centric approach to having data locally would be define a SAS library in a location where all of your local users have access.
Then use an appropriate tool to place data in that library.
The question becomes what the source file type/engine might be and can you create a data set from it.
What are your users currently doing when they login in to the cloud service? Are they using SAS or other tools?
Or do you mean to copy some other file format that is not SAS? That would be an operating system question as to copying files with the same idea of placing a copy in your local storage.