If you are working on a very large file, it is quite easy to just download it to your computer and send it. There are few problems that arise from this because the file are send to the wrong address, or if you are sending a big file with an identifiable subject line, people can easily guess what it is about.
To send a file to your colleague or friend, you need to use a file sharing service. There are many file sharing services out there. However, none of them is free.