Hi Gunjan,
The File collector monitors the arrival of one or more files in a directory and activates its transition for each file received.
The File transfer activity lets you receive or send files, test for file presence, or list files on a server. The protocol used is either Amazon Simple Storage Service (S3), FTP or SFTP.
Other details about File collector and File Transfer can be found at the below link.
Event activities
I will check and get back to you, if there is an option not to delete the file after processing, for File Collector.
Thanks,
Rajesh