Hi,
I'm working on a new project, im not gonna get in to too much detail but basically i want to send a video file (2-5MB MP4) from a base station (PC or a raspberry pi) to arduino wireless and save it to an sd card. Is it possible ? I did not worked a project like that before so im open to any advice.
If you can you send the file byte by byte then it may be possible but the Arduino will, of course, not be able to receive the whole of the file before saving it and you will need to send the data at a relatively slow rate in order to allow the data to be saved to the SD card as it arrives
Is the Arduino expected to be doing anything else while the file transfer is occurring ?
What sort of wireless technology do you propose to use ?
Another Pi instead of an Arduino would be more practical. Much more memory, processing speed, WiFi, SD card built in. Maybe Pi Zero W?
Is it possible ?
Yes possible but pointless. And it will be very very slow. You can save direct to an SD card by plugging it into the Pi.
im using arduino because it is a canSAT project. So i need telemetry modules and data. Sending video file is a demand (i dont know why but my teacher wants it really bad). i did wi-fi video transfer even video live stream with using 2 pi but the range is a big issue. i did not use arduino much basically im learning with this project and cant find a solution to this problem
Another "XY Problem", eh?
If you "not gonna get in to too much detail" then the answer is - no! 
If you fancy providing the full description, you may get some practical advice. 
auxut:
(i dont know why but my teacher wants it really bad).
Why not ask the teacher?
The teacher is your employee. Teachers are paid to answer questions.
...R
Robin2:
The teacher is your employee. Teachers are paid to answer questions.
i did wi-fi video transfer even video live stream with using 2 pi but the range is a big issue.
So what makes you think the range will be any different on the Arduino?
You are trying to get a 16MHz processor out perform a 800MHz processor.