Yes, absolutely. Easy Digital Downloads is secured because as the company states, every download you upload to the server, they are stored in a special folder that is protected by .htaccess file. Only Easy Digital Downloads knows where the files are stored and have the permission to access it.
When a customer requests a download link for a product, it goes to a special URL that authorizes and authenticates user’s request.
But Easy Digital Downloads provides security to Apache servers by default. If your website is hosted on other servers then you should take a look at the following articles to protect them.
Protect Files Stored on WPEngine
Protect Files Stored on Pantheon