I've seen that many people add a download link in their posts. ( like in the tux tutorials when you download the models)

how do you do this???    

In French: ( not sure if it's correct)

J'ai vu que beaucoup de gens ajoutent un lien de téléchargement dans des leurs poteaux. (comme dans les cours d'instruction de tux quand vous téléchargez les modèles)
comment faites-vous ceci ?    

First you have to upload your file on a hosting site (like RapidShare, for example).  
Then you put a link to it with the tag
CODE[URL=http://www.yourhostingsite.com/yourfile.sth]Download this file[/URL]Or something like that.  

You can also attach a (not too big) file to your post with the "File Attachments" bar under the text area when you write a message.  

And you can upload your creations in the Gallery.  

thanks a lot Xorios.