Display file without saving it to disk?

Hello everyone, I have a gridview that listed files the users have upload. I would like to add a button called View next to the file, when the user clicks the view button, I want to display the file on the browser and when they closes the browser, the file will be deleted. Of course they can right-click the file and save it. The files can be in different format, PDF or image or video. 
How can this be done? 

Thanks