There are two possible options.
1. You sell a file and it should be accessible only for the customer who purchased it. (e-books, photos, music and other e-goods)
Use the "Files" tab on the product details page to upload a file. The customer will get a link to it as soon as the order status is set to Accepted. More information about this feature: E-goods
2. A file should be accessible for all customers. (For example instructions for product)
- upload your file to any hosting. if you don't have one, you can use Dropbox: it's free
- add a link to this file to your product's description using HTML editor.