WordPress supports popular image, video, and zip formats, however, some more rare file types will not be supported. Download Monitor is limited to using WordPress allowed file types.
If you wish to add new types, there is an excellent tutorial which you can find here: https://www.isitwp.com/modify-allowed-upload-mime-types/
There are also plugins available for this purpose such as https://wordpress.org/plugins/manage-upload-types/