Conceivably, since the file is located using the File table in the database. If that had an absolute URL as a filename in lieu of a relative path, I think it may work. But unfortunately I don't think Silverstripe is set up to use multiple servers out of the box.

When I met Sigurd a few weeks ago, he talked about the DNC website using separate database, dynamic, and static servers to handle the server load. No open source project ever adds functionality without somehow contributing it back into the core, so I wonder if there's a module or extension available somewhere. I would talk to some members of the development team to find out about storing your static content on a different box.