Create a folder in your web directory structure and call it downloads. Place a copy of the file(s) you want people to be able to download in this folder, and then create a hyperlink to the file as normal.
Depending on the file extension of the download and the computer it is being viewed on, it will either open up in the web browser (Word and Adobe Acrobat documents sometimes do this) or there will be a prompt for the computer user to open or save the file.
So, put all download files into a folder in your web and use a logical name for the folder, then create your hyperlink to the file. The web browser will do the rest.
Don't forget that certain downloads are best accompanied with a warning of some description. For example, for an executable file it is best to warn your site visitors clearly what it is they are downloading and whether you have checked it for virus infection.