A downloadable file is one of the options of On Click interactions, applicable to any element that has an On Click settings (text, images, menus, buttons). Let’s add a downloadable file to a button. After placing the button expand the On Click dropdown menu and select Download File. 

You can then select the file from your Mac, and leave the file out of your project file, in the original Finder location, or copy the file into your project file, to ensure it never accidentally gets lost.

Some file types can be displayed by the browser directly, for example a PDF or a movie file, in those cases the user will need to perform an extra action to get the file into their downloads folder.