If you are wanting it to be done via http: as a folder content list, then your webserver must allow directory browsing. This is done in IIS.
I am assuming you are wanting it to be dynamic, when new content is added then it automatically updates. If not you can just create a page with links to the files.
VBscript on a .ASP page would allow you to access the FSO file system object (as long as your ISP supports this) and retrieve the names and sizes of the files and list them on a webpage with links to them, but this advanced.