You could create a table from a local file ( if you have some sort of structured data ). You just have to choose File as the data source.

If you could make it available in a url that could be accessed from anywhere ( even hosting the file in a local webserver ) - you could use

%fs wget http://filename

and use

dbutils.fs.cp 

to copy from "file:/path" to "dbfs:/path"

check https://docs.databricks.com/user-guide/dbfs-databricks-file-system.html for more details