When you select the file and use the share option, you get list of application on which you can send the file.
There you need to click on Whatsapp from the list and it will open the Whatsapp application where you can select the recipient.
Once you select that, it will give you the option to "OK" to send file and "Cancel".
Please let us know with which option you are experiencing issue with.
Can you share the screenshot for the same?