If I'm reading your request correctly, there's no way to do this. Sections must remain in the file in which they were created. However, I have had some good success in creating MEP Sections with XREF's from other Constructs and Views. This is a good thing since it doesn't limit you only to the file in which the objects were created.
You will have to find your own "best practice" but for me, I create a "Sections" View Category and make Sections that way. Try it out and see how it comes out for you.