I think there is value in storing them in an FTP-accessible directory for their site, calling it whatever... such as "ClientProvided" or "SourceDocuments."
Here is why:
- Client, if they have FTP access, would unquestionably have access to the same docs they provided to you
- Should you ever lose their account, or wish to fire them as a customer, everything is ready for transition to another web professional
While some people might have the opinion that if you don't do business with them you won't care or need to give them such source material, I'm of the belief that it's easier to just hand everything over (within your terms and conditions). What you don't want is future repeated calls for a trickling out of more files, more history/info, and also any suggestion by the client or another firm that you are uncooperative.
Like Kris suggested, JIRA and/or SVN could also be good places to put that data, but you might not want to hand over the contents of those, perhaps more internal and sensitive, forms of data.