That’s possible as you did it in your example.
There’s no index.htm, index.html or index.php in that folder PLUS you deactivate some security settings of your webspace. (Which is absolutely not recommend). But if you really want to do it that way, it’s a free world.
Better way is using PHP.
Click e.G. My files (href=”myfiles.php”)
and your folder name is e.G. downloadfiles