Newbietech

Hello, I'm planning to set up a MS .Net server which will basically be a data storage server and a file server. I'm not sure if it is possible but is it possible or safe to do it because there will be incoming connection from outside sources to retrieve files? Also if this is the way it is going to be set up, is it possible to provide the external users (not from the LAN) that are connecting to the file server a private key for the EFS feature providing I can use different public keys on different folders/files. Sorry if it is confusing, I am confused. w00t Thanks