Go to Extensions -> Plugins Manager, find the plugin "EDocman Document Link", Click on it to edit. There is a parameter called Link Type. Please set it to Add Link to Download Document
If you have already added links to a document you will have to save the article again in order for the plugin to work.
From now on, when you insert link into article, users can click on that link to download document without having to be redirected to document detail page.