ASPX files and Sharepoint online (Office 365 version)

I don't have access to Administrator 'overal' settings, but I am administrator of a indivudal site.

Is there a way to allow 'proper' uploading of Office365 files?

e.g. so that I can click on them and they open?

Alternatively, is there *any* format that works properly? Html, and htm, and aspx all try an 'Save' but I want to actually open the content.