If you want to limit the downloads by role or by whether the user is signed in, you should use the shared files module and put it on a page that either requires a role or requires the role "Authenticated Users" which just means anyone who signs in. Once its on the page you can right click the download link and choose copy link location then paste the link into your article.

If you want to make the files available regardless of being signed in you can use a normal zip file. You can upload it using File Manager, but then it will be located beneath /yoursiteroot/Data/Sites/1/ as that is the top level folder you can get to with the file manager. If you upload the file with an FTP client like FileZilla, you can put the file anywhere, so it could be in the Data folder or maybe you make a folder /Data/articlefiles, or you could even put them in the root to make the urls to the files easy like http://yoursiteroot/yourzip.zip

Hope it helps,

Joe