For the bitcoin blockchain, the short answer is „no“
There are two common approaches to store data, one is with OP_RETURN, allowing for 40 bytes to store in a transaction, and then one can create a P2SH transaction, allowing for roughly 500 Bytes.
As you can see, the amounts of data are not too big, and each transaction has costs (fees), so it doesn‘t make sense.
I recommend to have a look at SIA or STORJ, to store large amount of data (files),or even at factum. The first two create hashes of a data set, that are stored. And Factum is to prove, that a set of documents exists. You find the details and n there webpages...
A similar discussion just happened here:
https://bitcointalksearch.org/topic/how-cando-you-store-files-on-a-blockchain-4554177