The new Dynamics AX is 100% in the cloud and that means some complication when it comes to file based integration. The AOS is hosted on the cloud and has no way of accessing folders. What we have is web services which we can stream a file to. This is explained nicely in the wiki site.
https://ax.help.dynamics.com/en/wiki/recurring-integrations/
Microsoft has released a github project to process local/network folders and stream to the web service.
https://github.com/Microsoft/Dynamics-AX-Integration
Run the DIXF sample .NET project and you will get this window.
The future where I see this heading is using Azure Logic Apps. Azure Logic Apps allows you to integrate with multiple connectors. I hope we get AX as one of the connectors. Today you can make it work using a wrapper web API app with swagger. Then the fields are recognized as part of the user interface.
These comments around Azure Logic is personal and not from Microsoft. The future is looking really cool.