Did you take notice of the last entry in the "Hyperlinks" menu named "Link to File"?
I don't see that? I see the drop-down menu where I can choose from "Recently used links," "Desktop" and "Files." I don't see anywhere an entry that says "Link to file." Am I missing it? Am I looking in the wrong place?
You find the command in the "Hyperlinks" dropdown menu or in the "File" menu.
You have to choose your files for upload, before these files can be selected for upload within the "Hyperlinks" dropdown menu. By the way: It does no matter, where these files are stored, as you are obviously assuming.
Just have a closer look into this help document (scroll down to "Create links to email addresses", where you'll find the description, how to add downloadable files.): https://helpx.adobe.com/muse/using/creating-hyperlinks.html
OK, I found it. It was at the top of the Files list... and I was looking at the bottom. Thank you!!!!