@sephiroth Unless you have a way to mount that cloud drive as a normal mount in the filesystem, I don't think you can do this.
I'm 99% sure ftp can't as it is a request-based system. It does not have the granularity for fetching data as is needed by the emulators.
You might be able to create a script for it though, which fetches a rom file from the ftp and places it in the required location. Then deletes it afterwards or something. But you would still need dummy-files placed in the filesystem that initiate the script in the first place.