Juilee,
Unfortunately this is not possible, the easiest way to do this is to create a Scheduled Task Script, that will copy the file from the remote location to the Default Directory and then schedule the EDM process to happen right after that.
Example:
Scheduled Task or CRON job will copy file from remote location to D:\symantecDLP\Protect\index - This is run at 12:45am
Have the EDM schedule the process to happen at 1:00am
Good Luck
Ronak
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