There is a sharepoint connector in the Qlik web connectors (Qlik Office 365 Sharepoint Connector) This needs to be installed and running on the qliksense server. It was taken out of Beta in May so is now a paid connector afaik.
Unfortunately this doesn't also deal with files with additional security, we have been using Microsoft Rights Management are moving to Azure Information Protection both of which mean Qlik cannot connect. So power-shell to download and unencrypt before loading is our only current workaround...
