I moved my downloadable files to amazon s3 and used that link from my wordpress site. I realized that if I use amazon link, google analytics wont be able to track all the files. correct? whats the easiest way to make a redirection to use a url pointed to my domain and redirects to amazon link when user clicks on it?
You are correct but also incorrect at the same time.
If people are hotlinking to the file, i.e not visiting your site first then the GA will not be loaded therefor it will not be tracked.
Page Visit Downloads
If they visit your page and then click a download button for example this event will be tracked no problem regardless if it includes an external file.
The question how do I prevent hotlinking on Amazon S3 has been asked a few times and I suggest you dig around on the net if you want to prevent hotlinking, personally I don't bother. I can see the stats of my downloads from the S3 without GA.