Download directory

I have an iphone 4s with 16gb internal memory
I use “file master” app to download files:"pictures,videos…
My question is:
Can i download from this app(or any other app)directly to the sandisk connect directory?
I mean sometimes i dont have the neded space to download a specific file!
If not,is there any solution for this problem

I am not aware of any integration that would allow you to do that.