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In a sense, accessing files is what the Internet is all about, because, in the end, whatever resource you access on the Internet, you are asking your computer to access a file of some sort. Nevertheless, one of the first applications (if not the first) which appeared on the Internet was accessing files on other computers.
Whatever method you use to get files from the Internet, you can think of the Internet, with its myriad file servers, as a gigantic version of the file downloading section of a BBS, or the file library on a commercial system. The resource is basically the same: access to all kinds of files. However, the difference in scale is so great that it feels more like a difference in kind.
The utility used to do this was called ftp, for "file transfer protocol." With an ftp client, you can connect to another computer on the Internet, see a list of the files accessible to you, download files to your computer, and (depending on your permissions) upload files from your computer to the ftp server.
ftp caught on and spread like wildfire, and the Internet quickly sprouted ftp servers, each of which held a publicly-accessible archive of files. The files people made available included software (whether public domain, freeware, or shareware), device drivers (often, but not always, made available by the device vendors), and text files, but other types of files, including photos, sound files, and even databases were also available. (One of the more interesting collections of data available through ftp sites was a set of files called "the world digitized." It was a set of data points locating major features on earth. It was not a map per se, but it could be used to create maps easily if you had the right software.) Prior to the rise of the world wide web, people developed different tools for finding files on the myriad of ftp servers scattered across the Internet. Those tools still work, but most people don't bother using them because the web makes finding things so much easier. In fact, some people believe that ftp has been superseded by the web, but web browsers frequently make use of the ftp protocol to download files, so people are actually using ftp all the time without realising it.
ftp is based upon a "client-server" model, where one central server stores files accessible by many clients. (Or, in the case of the Internet, many servers store files for many, many more clients.) In recent years, people have developed various "peer-to-peer" file-sharing systems, which are not dependent on central servers. The most famous of these is Napster, which allowed people to share music files with one another. A lawsuit shut Napster down at the height of its popularity, because the vast majority of the files being shared were pirated music files. Since then, there have been several similar systems, in which a user installs a file-sharing utility, and then makes part of their hard disk accessible to other users on the Internet. While popular with people who feel that they should have the right to listen to any music they want without paying royalties, such programs also pose a security vulnerability, exposing users to attacks from hackers and viruses, and so I cannot recommend their use.
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