For publicly viewable files simply click the Add Media button.

For files that need to be protected (limited to enrolled students):

  1. Add files first to the Media Library
  2. Return to the page where you want embed the link to the file and click the Add Media button, select the Media Library tab
  3. Check the Protected box and choose to limit access to “Subscribers” 

See the Help Wiki article on Protected Files for more usage info.