Naming conventions included for linked files?

Perhaps a simple question but... if a file is only going to serve as a downloadable link (save as) do the standard naming conventions still apply? (lowercase, no spaces)  the files i am working with are dwg, pdf, zmt, jpeg, png...  my assumption is yes but thought i would ask.
thank you in advance,

All lowercase is nice, and easier since URLs are case-sensitive. Spaces are always best avoided. Completely. Some systems handle them, but there are no guarantees. Underscores (_) are a good alternative.

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