How to set up and allow anyone to Download a pdf file from one of my pages

I know that I should know this and in the olde html style websites I knew how to do this. Don't know if i'm just brain dead or if there is something in WP that doesn't make this as easy as i think it should be.

I tried to enter a link (while in the html mode) while editing a page. The liink appeared blue as it should however it wouoldn't find the file.

So I'm wondering if I need to set up a special folder or what I need to be able to set it up so they can just click on the link and save it to their computer.

Any help is appreciated and I will chack back here after a few hours of much needed sleep.
Thanks!