Download only for registered user

Yes, of course. For example with this simple snippet:

function custom_da_display_attachments( $html ) {
	// if user is not logged in, but could be any condition
	if ( ! is_user_logged_in() ) {
		$html = '';
	}
	return $html;
}
add_filter( 'da_display_attachments', 'custom_da_display_attachments' );

Please respond.

Where I must write this snipped?

This is where I added the snippet
wp-includes/pluggable.php