In general, Sitefinity is a default ASP.Net project so you are allowed to place folders under the root one and access them using a call to YourDomain.com/YourFolder/YourFile. It is good practice that you do not use ASP.Net reserved folders such as the App_Data one in Sitefinity's case.
With that said, it is possible to place your files under the Sitefinity root folder. Depending on what the files are, you can have access to them using your domain. Provided the files are a separate project like a class library for example, you may need to register them in a Global.asax file in order for you to be able to use it successfully.
Ivan D. Dimitrov
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