I'm sorry but your post just does not make any sense. While it's awfully nice of the SCN members above to try and guess what you meant, I'm concerned this will just send you on a wild goose chase.
If this is some kind of an interface then shouldn't there be some documentation available for it? For all we know the file might be FTPed from somewhere.
You start with "file" and then IDoc somehow appears, are they related?
My client wants to change some data while reading the data from that application server
Why not get the file with correct data to begin with?
According to my client requirement I was tried to change the Idoc data using exit but it's working only within SAP system. While running through that application path it's not changing the data.
You tried correctly, but now the plot thickens. While running what "through that application path"? What does this mean? And where is "application path" then? Not in SAP? Again - see above, how do all this file-IDoc-mistery "application path" chain connect?
Quite a bit of clarification required here.