You can use Text or NText (equivalent to VarChar(MAX) or NVarChar(MAX) in SQL Server) to store text file contents or use Image (equivalent to VarBinary(MAX)) to store binary-data file content.

I wouldn't recommend it for very large files (unless they rarely have to be changed), but for small documents it should be okay.  For larger documents it might be more efficient to store them in some organized way in the filesystem and only store a pointer to the path of the document in the database.