To create "collections" of tracks that you are also selling individually, you would use our "Package files from other products" setting for each compilation/collection product, as explained in Approach 2 here:
Any files you are serving from your own server do not count against your storage allocation on E-junkie's server; e.g., if your plan includes 500MB of storage, that only counts the total size of all files you actually upload to our server, not any files we're delivering to buyers from your site.
Regarding the download error you are reporting, make sure you are using http://... URLs for your Remote Product File URL (we cannot work with ftp://... URLs), and make sure the file's path is accurate in your URL. When you upload files to your server by FTP, there's usually a specific folder that you have to open, where all of your website and other Web-accessible files need to go; that folder's name should not be explicitly included in your remote file URL, since any file being accessed on your site via HTTP is implicitly presumed to be in that folder. E.g., if "www" is the name of your "website folder" in FTP, then if you are uploading your product files by FTP to this folder path:
...then this would be your Remote Product File URL: