Hey Sebastien,
The workflow you described to pull Sample files is correct, to pull each of the files you would simply repeat steps 5-7 and iterate through the file list. At the moment, we don't support native apps, so we wouldn't handle the instance for you. However, to be supported in the current implementation of BaseSpace, you could stand up a website that only redirects to S3 at which point you're free to operate between S3 and EBS. The website would essentially always be up and listening for redirects from BaseSpace.
We're working on integrating native apps into BaseSpace, and we'll keep developers updated on that through the groups and the BaseSpace Blog. Thanks for posting and please let us know if there is anything else we can provide help for.
Sincerely,
The BaseSpace Platform Team