changing url for media files

Hello everybody!
I’m not sure that I come out with the right topic title, but this is closest I can get…
I put some media files (pictures) in my post, and make hyperlink of pictures that open in new window. Problem is that when you click on picture and it open in new window, the url of this picture is this: https://mydomen.com/wp-content/uploads/2013/07/nameofpicture.jpg

How can I change it to be something different, I don’t know, something like https://mydomen.com/nameofpicture.jpg or https://mydomen.com/products/nameofpicture.jpg. Or this can’t be changed? It is not just picture, it’s PDF also. I have business page and I would like that people can click on that pictures/PDFs and that they open in new window.

I hope that you understood what is bother me.

Thanks,
Goran.