Once you add a product in E-junkie Seller Admin, it will show you an "UPLOAD" button using which you can upload your file.
If it's a huge file that you want to keep in your own site, then you can use an FTP program to upload the file to your site's root directory or any other diretory and accordingly your file's URL will be
http://www.mysite.com/game1.zip or
http://www.mysite.com/directory-name/game1.zip
Then, while adding the product in E-junkie, press "more options" button to enter the URL of the file rather than uploading the file itself to E-junkie.