Web servers are set to look for a series of file names in a certain order when a web address is requested.
If you type this into your browser address bar and hit Enter:
www mysite .com
the browser goes looking for whichever page the web server your site and its files are being served from offers it.
The majority of web servers are pre-set to look for index.html then index.htm then possibly one or two alternatives like index.php or default.asp
If your web server has been pre-set for index.html then any other file name will not be loaded when someone requests your site.
If you want other files, pages and whatnot to be available on your site you should create the relevant hyperlinks from your index.html page to them.
Most web hosts strictly control FTP on a site for file transfer other than uploading or downloading your personal web files. If you want to set up some kind of file download facility there are ways and means but I would need alot more information about the file types and size before suggesting an appropriate solution.