How can you set up on your site wherein after buyer pays to download some information, e.g. an information file;they are directed to that page and can download the file;but then avoid situation where buyer could then just save the URL where the file was downloaded from and give the URL to others?

You could use a session. So that when the browser is closed, the session expires. Or you can use a user name / password feature & maybe give the buyer thirty days afterwards to re-download the file just in case.