Facebook includes a built-in feature for instant messaging and voice/video calls called Facebook Chat. Users can communicate with their friends without leaving the social network's interface. Furthermore, they have the ability to attach files and documents to their text messages.
How To Share Files with Facebook Chat
Sign in to Facebook and click on Chat > New Message. Type the name of the recipient(s) in the To: field, write your message and then click on the Add files (paperclip icon) to attach the desired file: