Can we use XfilesPro to push files down from Salesforce via SFTP to a FILE server?

Yes, it is possible to trigger an API call or other action when a file transfer from Salesforce to an On-premise storage system

Does XfilesPro connect to SMB ?

Yes, it seamlessly supports connectivity and storage of Salesforce files and attachments to SMB.

Can we have Non-cloud (On-premise) storage systems configured as external storage?

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.