That depends. If said file is publicly available via your HTTP server or servlet container you can simply redirect to via response.sendRedirect().
If it's not, you'll need to manually copy it to response output stream:
OutputStream out = response.getOutputStream();
FileInputStream in = new FileInputStream(my_file);
byte[] buffer = new byte[4096];
int length;
while ((length = in.read(buffer)) > 0){
out.write(buffer, 0, length);
}
in.close();
out.flush();
You'll need to handle the appropriate exceptions, of course.