(To upload files to your server, you would need an FTP (File Transfer Protocol) program. You can search for and download FTP programs from www.download.com.)
Once the file is transferred to your server, you simply offer a link (URL) to that particular file to anyone who wishes to download the file. For example, if you have a file called "myfile.exe" saved on your server, www.mysite.com, under a directory called "downloads," the link you would offer others would be:
http://www.mysite.com/downloads/myfile.exe
When they click on this link, they will be able to download the file, "myfile.exe." (Their web browser will open up a "save as" window which will allow them to save your file onto their computers.)