Yes, you can track these files.
Kentico can track file downloads as Page visit activities for files stored as pages of the CMS.File type in the content tree of a website. The Track file downloads (cms.file) for these extensions setting in the General section specifies which types of files the tracking includes. Enter the allowed file types as a list of extensions separated by semicolons, for example: pdf;docx;png. If left empty, the system tracks all file types.