Through the .NET Framework, ASP.NET makes it very easy to access external files (files other than the actual .aspx files). External files are, in fact, necessary for ASP.NET to function correctly. Such files include the web.config and global.asax files, which control the way the applications behave.
External files can also be used to extend ASP.NET. You've seen a few types of these already, such as user and custom controls, and namespaces compiled into DLLs. These all allow you to provide more functionality for your applications, while keeping your pages relatively simple.
Finally, ASP.NET also allows you to access files that might not be native parts of your application at all, but might be useful anyway. These include text data stores, imported news headline files, readme files for applications, résumés, or whatever else you find useful. ASP.NET allows you to access the entire file system of the server, so you have a lot of flexibility.