You’re talking about a direct hotlink. You can get this link by viewing your package, then right-click on the “download” button/link and select “copy link location”. This will give you a direct access link to the file you can email to people, etc.
It would be nice if the developers changed WPDM so this link displayed under the “edit download package” page so you didn’t have to go through these extra steps just to get the hot-link.