I've only used Dropbox to DL .apk files. (I had put several .apk files into my Dropbox prior to rooting.) They automatically go into the install procedure just as if I DLed them from Market. Once installed everything is normal on the NC.
Edit: Just tried a .jpg file. Opened it in Gallery just as normal. File is on the SD card in the Dropbox folder but is on the NC (i.e. it's local). Even on the PC you'd have to move the files from Dropbox to where ever you wanted to store it. So it seems normal that you'd have to do the same on the NC.
Last edited by slayda; 01-20-2011 at 09:09 AM.