Within downloads there are various other global settings that can be applied to your downloads area, and also setting regarding paid files which you can set.
Paid files will be unavailable if you do not have the commerce application installed, as these is a tight integration between the two applications.
You can get to the basic settings of downloads from Community>Downloads>Settings>Basic Settings within your admin CP. From her eyou can set up whether or not watermarks are applied to any uploaded screenshots, and other global settings such as allowing direct linking to files on other sites.
If you have the commerce application installed, you can also allow paid files to be added to the downloads are by your users. You can find these settings within Community>Downloads>Settings>Paid Files Settings.
You will notice within here, you can set commission for the site to earn on whatever is sold by the user within your downloads area. This can be a good source of revenue for your site.