When you upload a video, image or a downloadable asset (such as a PDF document) in the Asset Manager, you have the option to retrieve the 'raw' link showing where the file is uploaded. Additionally, there is also a separate asset page branded in the style of your newsroom, explained in closer detail here.
To get the link of an uploaded asset, go to the Asset Manager. Find the image, document or video that you need and click on the thumbnail on the left hand side.
You should now see a pop-up with a direct link and an asset page link. Click the direct link and copy it.