If you have a cloud service like Google drive, you can put it there, long press the file in the drive, press the 3 dots, select make file available offline, then add to home screen.
Do Not install the ES filemanager. It was nice at one time. Now it's a bloated, nasty mess.
Puts ad triggers on screens of your other running apps!!! Total garbage.
I still don't get the Add to Desktop option. I have a couple of apk's in there, one of which is in Sideload launcher, so I know they are downloaded because it opens from there.