Feeds file path to content type
Currently only files coming from a HTTP(s) source are supported in the D8 version of Feeds. So the sources for the files need to look like this:

http://www.example.com/myfile.jpg
http://www.example.com/myfile.pdf
https://www.example.com/myfile.jpg
https://www.example.com/myfile.pdf

Adding support for local file paths is planned:
https://www.drupal.org/project/feeds/issues/2968671
See also other file target related issues:
https://www.drupal.org/project/issues/search?issue_tags=Feeds%20file%20target