This question has been answered by multiple community members. See the first response.

Depending on how many files you have, you can use Static Resources to link to the files. If necessary, create a custom Content Type for it. Then simply protect the static resources like any other protected resource.Hi !
This method has the advantage that you can have the files stored outside of the web root, and the URL to the file is the URL to the resource, not to the file itself.

<li><a href="[[+content]]">[[+pagetitle]]</a></li>
<li><a href="[[~[[+id]]]]">[[+pagetitle]]</a></li>