Linking content of one field to content of another
There are several ways to achieve this. I think the following one may be one of the easiest:

Assuming you have two fields outputted in views: "Image" and "File" make sure to display them in the following order:


Image
File


Edit image field and mark "exclude from display"
Edit file field and mark "rewrite output". 
You'll see you can use the image field as replacement patterns so you can print the previous field [image] and link it to the file by writing a bit of html code such as this one: &lt;a href="[file]"&gt;[image]&lt;/a&gt;.