Connecting Link on the page with a file

I tried creating a link from my page and adding media (PDF file to it.
It didn’t work I was getting HTTP error when I was trying to upload a file. So I uploaded the file directly to my hosting account, but now when I’m trying to make a link on my page it doesn’t show anywhere that file on my insert media tab.
I see my file on hosting company with the rest of my files in same folder and the rest of the file are showing in WP because I uploaded it thru WP but this one file I didn’t upload thru WP because of error I was getting when uploading.

Why is my file not showing in WP? How do I fix this and make a link on my WP page?