Not natively, but it is possible:
1. Create two batch files - one to copy the file from it's location to a folder in the users profile that is covered by UEM, and another to copy it from the profile back to where it should be.
2. On the Personalization config file for the app, under the User Environment tab, configure Pre-import task to run the batch file to copy it from your user profile back to it's original location.
3. Same place, create a Pre-export task that runs the other batch file to copy it back into your user profile.
It's a dirty way of doing it, but it does work well as long you're not copying large amounts of files. If I remember, it does require the config file to have Direct Flex enabled.