On EDMs, the default behavior of the indexer is to remove the source file from the system after indexing is completed. So the answer is no...by default you will not be able to get that data file back.
There's a debugging setting in the Indexer.properties file (think that's the right one, I'm going from memory here). That setting allows you to tell the indexer to not remove the source file after indexing. This can be helpful for debugging and development purposes, but should not be kept that way in production, because you really don't want that source file (which contains the sensitive data you're trying to protect) to be sitting out there in plain text.
IDM's will do the same EXCEPT if you're referencing those docs from a SMB share, in which case the source documents are maintained in their specified location.
~Keith