Not sure what you mean by "multiple storage options". DT is a little restrictive about the types of files that it will take if that is what you are asking.

If you mean, "do you have to put everything into one big database file?" Then, no. However it will not search across files. Therefore, you do have to give your storage scheme some thought. It will easily handle 10s of GBs in a file, but acceptable performance may depend on your hardware. Devon recommends against really huge files (100s of GBs), but there are some who have done this.

DT's AI analysis and auto categorizing features work best when you restrict subject matter in you database.

If you want to easily capture stuff from the web, you may want to add Devon Agent to your arsenal. More info on the integration between DT and DA, as well as how to organize your information, can be found in the Devon forums.