Hello,
You should be able to store any type of file, as long as you make sure the file extenstion is not on the blocked files list in Central Administration.
Depending on how large the files are, the default maximum size is 50MB per file, that you can easily change also in Central Administration.
It is always hard to say how large files you can store, it all depends on the network connection. If you are on a lan (with i.e 100Mbit) it would probably work OK to store large files, just keep in mind that your databses (and transaction logs) will grow, so make sure you have enough diskspace to host these files.
Regards,
Thomas