Yummy FTP doesn't provide a way to password protect files, however there are other applications which can do that for you - Stuffit Deluxe is an example, I think.
Once you have password protected files, you can use Yummy to upload them to your web site. If you give your customers a website url for them to download the file, then that will work out just fine. For example: If you upload to the root level of your server (where your index file is) then you can simply give the url :
http://www.yourwebsitenamehere.com/thenameofthefilehereor if you put the files into a folder, for example named "customers" then you would give a url:
http://www.yourwebsitenamehere.com/customers/thenameofthefilehereHope that helps