Hello Marciocordeiro,
From an auditing perspective and your use case (file creation, deletion, and downloads), the most practical approach is to combine File Integrity Monitoring (FIM). The FIM gives you the visibility you need when critical files are tampered with by providing who, when, and how on a change when detected. You can check out the screenshot for a sample of the type of visibility you would get.
An example for download file configuration that you can apply to the agent ossec.conf file is:
<syscheck>
<directories whodata="yes">C:\Users\user-here\Downloads</directories>
</syscheck>
And if you intend to capture all users' account activity on a device, you can use the wildcard option like this: <directories whodata="yes">C:\Users\*\Downloads</directories>
Lastly, you also need to be watchful of noisy paths to avoid administrative overhead when correlating/reconciling events, this is to ensure you only monitor what is needed. The ignore option can also be seen here if needed.
You can find references and more configurable options in the documentation below: