I'm not 100% sure I understand your situation, but here are some things to consider. (Please don't get upset if I've misinterpreted your needs or if I'm telling you things you already know.)
If you have the file locally, you use no data to use the file. Let's use an MP3 as an example. If you have that mp3 on your computer, you can doubleclick on it and play that music any time you like and you don't even need to be connected to anything else. The same is true of an MP3 player or a cell phone. If the file (or a copy of it) is stored locally, then you can play it all you want without it counting against your bandwidth.
The mechanics of duplicating and dragging the file around are very simple- unless you own a "fruit-phone." Apple goes to great lengths to ensure that you can't do anything without them being the middleman.
So if you have an mp3 on your computer and you want it on your smartphone, simply plug your phone into your computer via a micro-usb (or mini-usb if your phone is older than about 24 months old). Your phone will then show up as a hard drive on your computer and you can simply drag and drop the mp3 there. Depending on the model of phone you may want to put it in one directory or another based on where your music app will look for music by default, but if you simply search the "hard drive" for mp3's you'll find the folder where other mp3's are stored and you can drop it there.
The same goes for mp3 players. Just plug them into your computer, click on them as a hard drive and drag and drop the files that you want to have locally. Just don't try this with apple products as the inability to do these sorts of basic operations is what makes apple products inferior.
If this didn't help be more specific with your devices and needs and I'll tailor my response more appropriately.