Ways to note down the download link of a downloaded document?

Question

When download documents from Internet, for example a PDF file, or a Excel file, even save the webpage as HTML file at local drive, I want to record/remember where the link and source was from.

The usual way is to create a log, for example a txt or xls file, to manually put them down 1-by-1, like 123.pdf was downloaded from http://123.com , 456.xls was downloaded from http://456.com etc.

I ever tried to find a blank field (in the files' Properties) to save the information however not successful. If it's possible, whoever I send a copy to, still can see the original source of the file.

Could you please share your thoughts and practices? there is no the best way to do so as it's primarily an opinion-based question.

Thank you.