Like i said,in order to track you'll need to feed the file through a custom page, and in that page call the CMS.WebAnalytics.AnalyticsHelper.LogIPVisit function.
If the files are in the media library, you can make a page that you pass the Media Library ID or GUID and thus track it that way, similar to how the /GetMedia pages work. If it's not in the media library, you would need to pass to a custom page the path or something.
Such as /GetFile.aspx?path=/MySite/media/myfiles/thefile.pdf and the GetFile.aspx hits the LogIPVisit, and then takes the path and gives the file.
If you have a lot of links to files and don't want to change them all, you can try to set up a URL Rewrite rule on IIS to find all /MySite/media urls and alter them to be the /GetFile.aspx?path=...