Storing a document in SharePoint will give you many benefits such as having the document go into process (such as workflows) which aren't available on file servers, outlook or any other tool, you can have document versions, checkout & check-in and other document management capabilities, these all are available only in SharePoint.
However, if the file size is big and the file isn't expected to change much later on, there's no need to store it in SharePoint, use file servers for that. Also if you want to store backups, for example database backups, there's is no point of storing them in SharePoint libraries.
Also one recommended use of file server is static files that won't be changed anymore, such as archiving files which won't be used by users anymore, these can be put into file servers as well to reduce SharePoint's load on DB.