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.