I am currently trying to set up SharePoint for my company. I have been advised that I am not allowed to put proprietary information on SharePoint. 

I would like to be able to access and manage files stored on the local server from SharePoint Online 2013. Without the files being stored in SharePoint. The files are stored on a Windows server. 

I have seen SharePoint display the contents of the Windows server if that individual has been granted access to the server. If the individual does not have access the window remains blank. How do I set this up?