Can I store data files (e.g. txt files) to the MySql server? If I can, how to store them?
How much text are we talking about here? If there's not that much text, you can store just the content of the file in the database.
You can also store the file itself as a BLOB. http://dev.mysql.com/doc/refman/5.5/en/blob.html
If you'll be dealing with many files, you'll probably be better off storing the files on your sever with the file path in the database.