When you Add Product and enable the Single File Download setting, after you click Submit to save the new product's settings, you will find the Upload Product File button on the final screen where we present button codes for that product. If you have already added a product and want to add or replace the file for that product, then when you Edit Product, the Upload Product File (or Overwrite Product File) button will appear on the first screen of settings for that product.
You can use the "Send free download link" function in your Seller Admin to send yourself a link to test the download for any product. Note that if you have disabled the thank-you email for that product (checked the box to Enable Templated Email in the product's settings but left the Email Message field blank there), there would be no message to send for the free link, and sending a free link would not send the Common Thank-you Email message that normally gets sent for actual checkout orders (we actually recommend just using this Common email and disabling the product emails). To get around this, either you can enter a custom message in the box indicated when you send the free link, or you can temporarily uncheck Enable Templated Email in the product's settings.
This help page gives some other tips for testing various aspects of your setup:
http://www.e-junkie.com/ej/help.test.htm