To retrieve the download link of a file, you need to go to your member area and from there you will be able to see the download link of the file you have uploaded to the site. It is not possible to retrieve the download link of a file you have downloaded as an anonymous user.

YES, you can delete a file that you have uploaded to the site if and only if the file was uploaded with your account.

Yes, you can upload all types of files to the site.