You can also use PHP
get_headers() function.
Example:
function check_file_exists_here($url){
$result=get_headers($url);
return stripos($result[0],"200 OK")?true:false; //check if $result[0] has 200 OK
}
if(check_file_exists_here("http://www.mywebsite.com/file.pdf"))
echo "This file exists";
else
echo "This file does not exist";