Yes, you can.
Yes, it is possible to trigger an API call or other action when a file transfer from Salesforce to an On-premise storage system
Yes, it seamlessly supports connectivity and storage of Salesforce files and attachments to SMB.
Yes, XfilesPro offers an option to store your Salesforce files and attachments in a non-cloud (on-premise storage) system. Currently, it supports three local storage providers – SMB Windows Share, FTP, FILE.