How do you let people download a file from your website?

Simple:

Use the regular tags that are used to link to another webpage - the tags, as follows:

Click to Download where address is the address to the file, file.exe is the file name (you can use any file name here) and click to download is the text you want displayed on the link.

By clicking the text of the link, the browser will open a box in which it can be opened once downloaded (for exe files, etc) or saved to disk.

If the file you are offering for downloading is a document or an image, the browser will usually display this instead, and the user will have to right-click to download. The files that are displayed on the browser automatically include, but are not limited to: .txt, .jpg, .gif. You might want to use "Right Click to Download" as the text on the link if this is the case.