SharePoint by defualt stores all portal content (docs here) in content databases.
You could make use of RBS (Remote BLOB Storage) to store your documents outside SharePoint
In SharePoint Server 2010, a binary large object (BLOB) is a large block of data stored in a database that is known by its size and location instead of by its structure — for example a Microsoft Office 2010 document or a video file. By default, these BLOBs, also known as unstructured data, are stored directly in the SharePoint content database along with the associated metadata, or structured data. Because these BLOBs can be very large, it might be better to store BLOBs outside the content database. BLOBs are immutable. Accordingly, a new copy of the BLOB must be stored for each version of that BLOB. Because of this, as a database’s usage increases, the total size of its BLOB data can expand quickly and grow larger than the total size of the document metadata and other structured data that is stored in the database. BLOB data can consume lots of space and uses server resources that are optimized for database access patterns. Therefore, it can be helpful to move BLOB data out of the SQL Server database, and onto commodity or content addressable storage. To do this, you can use RBS.
RBS is a Microsoft SQL Server library API set that is incorporated as an add-on feature pack for Microsoft SQL Server 2008 R2, SQL Server 2008 or Microsoft SQL Server 2008 R2 Express. The RBS feature enables applications, such as SharePoint Server 2010, to store BLOBs in a location outside the content databases. Storing the BLOBs externally can reduce how much SQL Server database storage space is required. The metadata for each BLOB is stored in the SQL Server database and the BLOB is stored in the RBS store.
SharePoint Server 2010 uses the RBS feature to store BLOBs outside of the content database. SQL Server and SharePoint Server 2010 jointly manage the data integrity between the database records and contents of the RBS external store on a per-database basis.
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