No! FileFly works entirely on your local network. As long as both devices are connected to the same WiFi or one is connected to the other's hotspot, you can transfer files.
Photos and videos are automatically saved to your Gallery/Camera Roll. Other file types, like documents and archives, are saved in a dedicated FileFly folder in your file system.
Not at all. You can send files of any size, even larger than 10GB, since transfers are direct device-to-device streams.
Yes. Your files never leave your local network and never touch the cloud. Because data isn't sent over the internet, no third party can intercept your files.