You can send a file in Messenger using the Actions menu. The Actions are available in the menu bar, at the bottom of the client, or at the right side of a conversation.
In the Actions menu, select Send a file.
Browse to and select the file you want to send. The recipient can then download the file.
When downloading files, you can set the client to automatically download files and specify where you want them placed. To manage these settings:
In Tools > Options, got to File Transfer.
Select if you want to download files when they are received and/or where you want the files to be downloaded.