You deploy Skype for Business Online for a company that has offices in San Francisco and New York. The two offices both connect to the Internet. There is no private network link between the offices. Users in the New York office report that they cannot transfer files to the users in the San Francisco office by using Skype for Business Online. You need to ensure that users in both offices can transfer files by using Skype for Business Online. What should you do?

Skype for Business Online will allow for file sharing if the firewall is configured accordingly since it is mentioned that Skype for Business Online is already deployed. And there is connectivity by both offices to the Internet. If the TCP port number 50040-50059 is configured open on the firewall you will be able to share
Audio, Video and application as well as Desktop sharing content and files.
References:
http://onlinehelp.microsoft.com/en-ca/office365-enterprises/hh416761.aspx