I'm looking for a module or a componenent that shows to users a download page, with multiple section, when the user choose a section, it shows many sub-sections...., downloaded files are PDF in general. I have seen RSFile but it's not a free release. Thank you.
JED is the first place to look for this. http://extensions.joomla.org/extensions/directory-a-documentation/downloads.
Usually for such questions, a google search of "Joomla Downloads Extension" will be sufficient to present much information.
Some extensions might be commercials, others might be free.
There is always the option to do this within com_content by creating categories and articles that will include your attachments/files, and use modules or a custom modified com_content view/template to make it look and work the way you want (up to a point). Such solution might not be that flexible in terms of managing the files, as a dedicated component, but it could really work.