Newbie: Store Non Sound/Video downloads on site?

Hi guys,
Sorry if this a dumb question, but I’ve searched the help, and I may be choosing the wrong keyword.

It was fairly straight forward making a page on my website to allow audio downloading from my website.

I would like to also allow visitors to download either my PDF files or a couple of my executable programs (which I don’t want to zip).
I also don’t want them to use FTP.

I assume I upload my programs to a folder on my site?? – but which one, and how do I create a visible link that works?

Thanks in advance anyone !