How to send any file via chat window? 

• Login to your Facebook account (no need if you are already logged)
• Open the chat window and find the person whom you want to send the file needed. 
• Select that friend 
• Click on "Add files" option at the top of the chat window with whom you are currently chatting

           

Below image will help you out.

• After clicking the "Add files" option, a new window will appear 
• Select the file and click ok

And now look at the chat window, your file is appearing in the format , just press Enter to make it available for your friend.