Hi imbakeks,
You can get the path to write to the application sandbox on Android from GExternalPath (defined in AndroidFile.cpp). Just add an extern FString GExternalPath; and access it protected with #if PLATFORM_ANDROID.
DownloadImage is implemented in AsyncTaskDownloadImage.cpp. Look in HandleImageRequest() to see how ImageWrapper is used to load the data into a texture. Just feed in the data you read from the file.