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Yes. From the "Help" link at the top of any worksheet:

Use the Data menu to upload images and other files, and create new files that can be shared between worksheets. The DATA variable contains the path to the data files. For example, to open a file in that directory, do "open(DATA+'filename')". If foo.sage is a Sage file that you uploaded, type "load foo.sage"; if is a Python file, you can import it by typing "import foo".

If you search for things with this syntax you should find lots of examples.

Weirdly, it's not possible to access without being logged in, but you would think this would be useful. I can't even find it on the documentation; it seems to only be accessible via the notebook, though I may note have looked hard enough.