Is it possible to copy a file from the file system (a network shared drive possibly) to a document library inside a SharePoint site? I know you can do this the other way round though. Not sure if this is possible.
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A workflow doesn't really have context to the file system to fetch data from it without a web service or some other interface or webdav. In one farm I had this situation and what I did was schedule a windows task to upload any files found in a folder in a shared drive to a SharePoint library using PowerShell. These files came from some backend system and would add a file when some event happened. So in the morning the task script would check for it and upload the file. Then I had a workflow run on the item created to move the document based on some conditions from the filename.
I think I recall a custom action from a vendor that allows nintex to run a powershell script. that could be of use.
Oh, it is also possible to start a windows task based on a trigger. Maybe the trigger could be moving a document from SharePoint to some place on a file system. Then the script uploads something else? Never seen that before, but it sounds cool.