Facebook already allows you to share photos, video, links with friends.If you want to share other type of files like music, documents, then filefly will help you.
filefly is a Dropbox-like file sharing service, built on top of Facebook, which allows users to drag and drop share between themselves and other Facebook friends. Each user is given 2GB of free storage.
To use FileFly app on Facebook click this link , Click on Use Filefly and grant permission for the request.

Clicking on the New Upload button, you’re taken to a screen that lets you easily upload, share and comment on files and folders:

By default, all files and folders are hidden from your friends. In order to allow friends to view uploaded files, you need to share the folder with them. To share a folder, click the Invite friends button and pick who you want to share it with.
Visit Filefly.