Until this becomes an inbuilt feature in LifterLMS, you can achieve this using another plugin (for example, Download monitor). It has an option to restrict a download to Members only.
And another thing, do be careful: if you upload media using the normal WordPress method (instead of FTP), an attachment page is created for the media files you upload. I have noticed that this attachment page can be found using search engines even if the content is protected when embedded on a members-only page. To avoid this – if it is a concern – you may want to override the core WordPress attachment template with one of your own. You can search more about this issue online and will find tutorials on how to get it done.