You can create a download link very easily, it's just a question of selecting some text, or an image, or anything really, and setting a hyperlink to the file itself. You can do that by right-clicking on whatever it is that you're going to use as the link, and selecting 'create hyperlink'.
That will open a dialogue box, in which you can select the file you want to link to. Make sure the file is in the FrontPage web, so it will be uploaded to the server when you publish your site. You do this by using the import command on the File menu, and with files for download it's best to create a separate directory in your site. When a visitor clicks on the link his/her browser will automatically open the download dialogue, and ask him/her what to do with the file.
Be aware that many people will not download files unless they know what they are, so prepare them by describing the file type on the page - tell them it's a Word doc. or a PDF, or whatever. Virtually nobody will download any file with a .exe suffix, unless it's from a known, trusted source.