It depends on the application you are using, file format and how the file get uploaded to Trimble Connect. If you are using Trimble Connect web application, you can click view the file that has been uploaded and has completed assimilation process on Trimble Connect project without having to download to local drive.
However, if you would like to view the model through Trimble Connect desktop or mobile application, then file need to be downloaded on the apps before viewing the model.
Would you mind letting us know which application you are using?