Every download comes with 3 download options out of the box: Featured download, Members only, and Redirect to file.
Go to Downloads > Add New and look in the right menu.

Featured download
Marking a download as Featured download allows you to display the download in special, more prominent, places in widgets and shortcodes.
Members only
Downloads that are marked Members only will only be downloadable by logged-in users.
Did you know! With the Advanced Access Manager extension, you can make downloads only available to certain roles!
Redirect to file
By default, downloads are forced to the user. This means the user will be prompted to pick a location for the file on their computer and the file will download to it. When you mark a download Redirect to file, the user will be redirected to the actual file location. This way the browser will decide how to handle the file. Please note that the dlm_uploads
folder is protected by default, you may need to move your file when you enable Redirect to file. The Redirect to file page contains no-index/no-follow metatags. So that it has all its links ignored by Google and other search engines.
Did you know! Enabling Redirect to file on PDF files will in most cases allow the user to view the PDF in the browser!
Warning Enabling Redirect to file will expose the actual file URL, allowing users to bypass Download Monitor and share the direct file URL.
Paid Only
If you enable this functionality, the file will only be accessible to users who have purchased a product that includes the download.