The easiest way to upload a file (if you are not comfortable using a FTP client eg. FileZilla) is to use the WordPress's media uploader.
This is what you do:
1) Click on "Add New" from the "Media" section of your WordPress dashboard
2) Choose a file to upload. Once the upload is complete it should show you a summary.
3) On this summary page there is one row with the label "File URL" (this is the URL of the file)
4) Copy this URL mentioned in step 3 and paste it in the "Digital Product URL" field of the product.
Remember all your uploaded files can be viewed from the "Library" menu under the "Media" section too. If you need to find the "File URL" of any of your uploaded files then simply browse for it in the "Library" section and click on "Edit" when you find it. Clicking on edit will bring up the "File URL" from where you can copy the URL of the file in question.
