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Your best bet is to put the data in S3 if possible. S3 integrates directly with SageMaker so it should be seamless.
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Yes the data is stored in S3. Do you mean I can simply download the data from S3 bucket using boto3 (say in the function the loads the model)?
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Yes. Here is a sample snippet of code
import boto3
s3 = boto3.client('s3')
s3.download_file('BUCKET_NAME', 'OBJECT_NAME', 'FILE_NAME')
s3 = boto3.client('s3')
with open('FILE_NAME', 'wb') as f: s3.download_fileobj('BUCKET_NAME', 'OBJECT_NAME', f)