Hi,
You could create a custom field of the table "order" and of the type "ajax file" to be able to directly add the file to the order. However, in that case, the link to the file will be available directly to the customer, whether the order is paid or not.
If you want to only allow for the download after the payment, then you indeed have to add the file to a product created specifically for this and then add that product to the order so that you can rely on the standard "download after purchase" mechanism in HikaShop.
Now, if you're a developer and you're motivated, or you have one working for you, it's always possible to create some view overrides and develop a small plugin to authorize the access to the custom field or not based on status of the order.