You may, depending on how serious the assignment is, want to wait until the time to submit it has expired. If you share it with students who have submitted the assignment, they can easily share it with someone else and that bypasses any restrictions the modules may place on things.
You can also schedule the availability of the file itself, so that it doesn't become available until a certain time, no matter what progress students have made.
Here is a lesson from the Canvas Instructor Guide with more information: How do I restrict files and folders to students in Canvas?
As to your original question, the link comes from where you select course content to include. When selecting course content to add, you go to Files instead of pages, announcements, discussions, quizzes, etc.
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