What set of measures do you use to organize a data warehouse?

Question

Database

The first thing that falls on the eye is the database. Here I mean a database capable of organizing a good management of our binary files. Writing files to relational subds is considered bad practice, as they are designed to operate on selections. Of course, major players are trying to adapt to the market, for example, SqlServer has a filestream data type, which actually saves its location in the subd instead of a binary file.
Well, suppose we will store images, we can write directly to a specific directory, and store the path to this file in the database. But what if we want to periodically, say, files that have not been used for a long time are compressed. Tell me, what set of measures do you use to organize a data warehouse and do you resort to using a DBMS?