What is the data route inside computer while downloading/processing a file

I was wondering that weather all the data in Computer has to go through the Processor or are there any Bypass Routes(like DMA) through which data goes.

Consider following cases :

1. While downloading a file: When downloading a file, does the data received by the Network Adapter goes directly to HDD(via RAM) or it has to be processed in Processor ?
2. While opening a file: For example, say I'm opening an audio file. So does the audio file needs to be processed by processor or it's data is directly relayed to audio devices?
3. While playing a game: Does the Graphics Processor directly access the RAM(or HDD) or it has to get the data & instructions from Central Processor(CPU)?

I'd like to know the route data takes when we do above actions.