Creating direct-links is a very easy process. First, navigate to the file you want to share and click the direct-link button.
In the popup you can select for how long the link should be valid, if the user should be able to download the file and/or the preview file and you can enter a name. If you don't select the download-options - the link will only present the preview-player to the recipient.
Once you create the link you will be redirected to the file-view again. In the top of the page you can see the direct-link written out, as well as a button to copy the link to your clipboard.