Hi Jérémie Pedoia ,
This is possible, yes! Is it easy? Not even close...
Let me try and explain why this is the case. With Arcade you cannot construct HTML. Any HTML you construct will be returned and interpreted as text and parts might even be purged from the result. So, with Arcade you could create a list of URLs of all assets, but this will be presented as a text and not clickable URLs. You can use Arcade and create the list of A tags with the links to the assets but this will still be text and does not provide clickable links to the assets.
You can do this, but this would be require a huge amount of separate Arcade expressions inside a custom html pop-up. I really don't recommend you to go there. Hopefully, in the near feature it will be possible to generate HTML with Arcade that is actual usable in a pop-up.