Is there a way to traverse a filesystem and read files with an arduino? I recently got into arduino and I want to set up something big. My project will need the arduino to be able to get into a specific directory of a windows (later may change to linux but for now windows) computer which will have some files with values required for the arduino to run. 

Is it possible to set it to go to a fixed path and open a file with a specific name and get it's contents? 

Ideally I would want those values to be stored to my micro sd so I do not load too many things on memory as my board is a Leonardo and the code is quite extensive already. (The board can be changed if needed)

Any help/ideas are appreciated!
The Arduino has no access to the file system on a PC.  All it has is a serial connection with which it can communicate with some program running on the PC. The code that is handling the PC's file system would have to run on the PC itself.