You will notice a new sidebar item in your admin area called Downloads which is where you can start adding your files. Click ‘add file’ either from the downloads page, or within the sidebar, to add your first download.
When adding a download, you will notice the interface matches that of posts and pages; give your download a title and (optionally) some content. Beneath the content area you can start adding your files:
Add a version and you’ll see the data fields; version, download count, file date, and the file URLs (which you list one per line, adding more if you want file mirrors). The top file version (highlighted blue) will be your main, current version.
You’ll also notice below the file URL box you have two buttons to add files; upload file will open up a standard WordPress upload window, whereas browse for file will open a special modal for finding files on your server. Both insert the file URL for you after you have selected a file.
Once you have added your files you can optionally give your download an excerpt (short description) and then if you look in the right sidebar, assign categories, tags and a featured image just like posts.
When you are done, hit publish to make the download live.