When you create a product of downloadable type, you must specify one or more files to be downloaded upon purchase. These files are uploaded to the Downloadable goods library. Because this library is of type documents library, you can store different file extensions in it (e.g. documents, images, audio files, archives etc.). This library is a system library and can be managed in the Administration » User files backend section.
To work with the system libraries in code, you must instantiate the libraries manager with the system libraries provider. Here is a code example of how to do this: