Basically, I plug a usb into the usb 3.0 port, play a video with a media player from the usb but never transfer the files over. Would the file get cached on the RAM or anywhere on the system just by playing the file? Does this also consist of other types of files (PDF, IMG, JPEG, DOC, etc)

Having a debate with someone about this and a google search has validated both of our points so we need a definitive answer.