[itsme]

The checkbox "Let Mobile Sheets Manage My Files" only exists in the Android version, MSP for Win10 doesn't have it.
To avoid duplicate files set the MobileSheets Storage Location to a local folder like D:\MSPData and manage your files there. If you copy a song file to D:\MSPData or one of its subdirectories and call "Import - Local File" MSP won't create a copy of the file, it just creates a song entry in
c:\Users\<YourUserNae>\AppData\Local\Packages\41730Zubersoft.MobileSheets_ys1c8ct2g6ypr\LocalState\mobilesheets.db
In case you plan to manage also your backups yourself: backup also the whole ...AppData\...\LocalState folder. A number of other setting files besides the database mobilesheets.db are stored there.