You can set access rights for category and for the file.
Category Access Rights
In category you can set that files in the category can be downloaded by registered users only. But you can set that such files can be downloaded by only one selected user too. Specific user can be selected in Category Edit mode. Then all files from the category can be download by only selected user(s).
File Access Rights
You can allow downloading files only for registered users. Such files can be displayed for all users or only for registered users. If they will be displayed for all users, public users can see them but they cannot download them. Only registered users can download them.
Go to Components » Phoca Download » Files. Create new item or edit some existing item. Set Access level to e.g. Registered and set Display Unaccessible File to Yes. Now all users can see the file but only registered can download it.
The difference to Categories rights is, in Category you can select specific user, not only the whole group (registered, special).
Your Phoca Download component can be used for downloading files, which can be accessed only by selected users. The best way is to protect the category and set access rights for specific user(s). It is recommended to create a folder outside public_html folder on your server. There should be stored all protected files. In Phoca Download Settings you can set the path of this folder. Such files cannot be accessed by direct link.