Show message if statement is false – foreach

OK, it’s a lot of guessing, because I can’t see the rest of your code, but something like this should work, I hope…

<?php
    $value = get_post_custom_values("kpm_UploadFile");
    $url = ($value[0]);
    $tokens = explode("https://wordpress.stackexchange.com/", $url);
    $dlvalue = $tokens[sizeof($tokens)-1];

    if (current_user_can('read')) {
        $found = 0;
        foreach ($files_array as $key => $val) {
            if ($dlvalue == $val) {
                $found = 1;
                echo '<a href="http://drrknowledge.net/download.php?file=".urlencode($val).""><strong>Download File</strong><br />'.$val.' has been downloaded <strong>'.(int)$file_downloads[$val].'</strong> times</a>';
            }
        }
        if ( !$found ) {
            echo 'No Download File';
        }
    } else { echo 'Register to download';}
?>