You can get what you want via:
function get_the_file_urls( ) {
$query_media_urls = array(
'post_type' => 'attachment',
'post_status' => 'inherit',
'posts_per_page' => - 1,
);
$query_urls = new WP_Query( $query_media_urls );
foreach ( $query_urls->posts as $url ) {
echo '<ul>' . '<li>' . wp_get_attachment_url( $url->ID ) . '</li>' . '</ul>';
}
}
This could either go to functions.php and then call it in a theme file via get_the_file_urls();
or you could alternatively use a plugin that allows PHP code in the post/page content as a one-off to get your list and then do whatever you want with it..
EDIT: As per the suggestion of @Bram Vanroy, which was valid and more accurately described the original question by @M0HiT to a) give credit to @pbd who originally gave this very nice example, b) save some time and c) encourage self-learning, you may have a look here and combine my answer to that by @pbd.