You can sell any file type using Easy Digital Downloads but WordPress restricts what file types can be uploaded. It’s also possible your host limits certain files that WordPress allows.
Here is a list of files WordPress allows you to upload: https://codex.wordpress.org/Uploading_Files
If you want to sell a file not supported by WordPress you have a couple options:
- Compress the file to .zip
- A plugin like WP Add Mime Types allows you to specify additional files types you can upload to WordPress.
- Use the Amazon S3 or Dropbox extension.
- Upload your file via FTP. Follow the steps in this guide: How can I use files that are too large for WordPress to upload?