Related products are displayed on the product's page for the customer to view. These are useful if you have similar products to show the customer or a product that goes with another product you sell.
To add a download file to your product go to the menu Products > View Products > You will now see all products available in your store.
To edit a product click on the "pencil icon" next to the product. Now click on the tab Connect.
Scroll down to the section Related Products and select a related product. (note: you must first have related products uploaded to your store)