Inline auto-complete is convenient:
Can it be extended to browse and import local filesystem?
I'm aware of the [[Experimental]] (since V 9?) AutoComplete could be used interactively with FileNames.
Browsing the Autocomplete Q`s however there are many issues, though it works fine for built-in symbols, including user-defined, but doesn't autocomplete user-defined strings.
So this is more a system question.
Note, If caching is needed for efficiency, the entire filesys could be mirrored as a nested Association trie, up to memory.

Import["C:popup for file browsing appears. – Kuba Jan 22 '16 at 19:12