1. A computer system; comprising: one or more processors; and one or more computer-readable hardware storage devices having stored thereon computer-executable instructions that are executable by the one or more processors and that cause the computer system to perform on-demand file staging by causing the computer system to: identify a virtual software application that is to be accessed by the computer system; detect that the virtual software application is attempting, for a first time, to access a data file located at a server computer system remotely from the computer system; in response to the first time attempt to access the data file, dynamically create a sparse data file at the computer system, wherein the sparse data file includes at least a file name and a file size that is created in a directory structure stored by the computer system; in response to a call for the data file by a local file system of the computer system, return a positive reply that the data file exists locally on the computer system, even though it does not yet exist locally on the computer system; and in response to a request for particular data contained in the data file, subsequent to the sparse data file being created, stream the particular data from the server computer system to the computer system.