You can add download to category.
This way that download will be available to all products that are under that category.
If you have lot of products that belong to one category and all have same download you don't have to add that download to each product , but you can add to category.

Demo http://demo.plusmotiv.com/store/admin/index.php?route=catalog/category/edit&token=qppVNlJpPFjeMY87aGx7N8bDZ74vG8dR&category_id=33

login with admin / admin

Under Data tab you have option to add downloads