He says he's asked his lawyers to contact law enforcement officials both in his homeland, the West Indies, and overseas.
Warner says some of the documents in his possession relate to financial dealings with Fifa, some of which are being investigated by US authorities.
Warner is among more than a dozen FIFA officials charged by the US Department of Justice with running a criminal enterprise that involved more than $150 million in bribes.
Prosecutors say Warner solicited bribes worth millions of dollars and charged him with offences including racketeering and bribery.
Meanwhile: American Chuck Blazer, another former FIFA executive committee member, has admitted taking bribes relating to a range of tournaments, including the 1998 World Cup in France and the 2010 World Cup in South Africa.
The Hawks say they have opened an inquiry file but have not yet opened any formal investigation regarding the FIFA saga.
