You can easily reconfigure Feng to use a file system for file storage by going to:
Administration -> Configuration -> General
And setting:
File Storage -> 'File system'.
However, I don't think that feng document lists will automatically include new files added to the selected folder - I think you still need to upload files through Feng in order to create the associated meta-data records for each file in the database.
So, while you can make the change described above, I think it would then only be safe to expose the feng file storage folder in read-only mode.
Finally, the actual filenames stored in Feng are changed (presumably for increased security) to something that looks like "<FENGROOT>/upload/128/e07/5b1/dbeb003103b1b725ba51ce2d08a92a4", which is unlikely to mean much to your users.
The most promising option I know of is the 'WebDAV' capability that is possibly coming in v2.0 (search here in the forums for more info).