Documentation clarification about file serving

In this document: https://docs.woocommerce.com/document/digital-downloadable-product-handling/

Can you please explain what “Files are also protected by an .htaccess file, making it secure.” means?

And can you please explain what actually happens when X-Accel-Redirect/X-Sendfile is chosen? I am using Force Downloads right now and it forces a download to happen, it doesn’t show file URLs but if you guessed you could still download it by direct linking because wordpress has a specific upload structure. I am trying to find a solution in Woocommerce to prevent people downloading these files from direct links.