Go to Documents, hover over the file. Click on the 3 vertical dots to the right of the filename. Choose Details at the bottom of the menu. Now scroll down through the file details until you find the file's path and click on the file icon - this copies the file's path (location).
Now go to the text you want make into a link. Click Edit in the edit bar and select the link text. Click the chain (link) icon and past your copied path info in the Address field. Republish the page.