You can create a download link using a few methods.
<a href="link/to/download" download="filename">Download link</a>
Add an object like a text field to the artboard, select it and then open the Element Panel.
Enter the path on the server to the file and add a download tag with the suggested file name.
<a href="/downloads/build_4.3.1.zip" download="build.zip">Download link</a>
Some types of files (called mime types) are opened by the browser. You can see this sometimes happens that a PDF will open rather than download. You can fix this by modifying the headers on the server (out of scope of this document) or change the file type to something like zip.
Read more at the links below.