In a SharePoint document library, create a new file, upload your own, and then share it with others.
Create a file
To create a new file, select New and the file type you want.
When the new file opens in your browser, add text, images, and more to your file and it'll automatically be saved to the document library.
Select the site name to see the new file in your document library.
Upload a file
From your computer, select the file you want and then hold down your mouse to drag and drop it into the document library.
Share a file
Select the file you want to share so a green checkmark 
appears.
Select Share.
Select an option to share your file:
Add the emails of people you wish to share your file with. Type in a message, and then select Send.
Copy Link creates a direct link to the file that you can share in an email or IM.
Outlook opens up your Outlook app with your file attached to a new email.
Source: Microsoft