Display List of Links to Docuements from Media Library

Is there a feature or shortcode in the theme that would allow me to create a list of links to documents/files from the media library on a page or post? Ideally I would like to assign categories to the files and then select that in a shortcode to display links to the files from that category. It doesn’t seem like something overly complicated, but I have been having a hard time finding a way to go about doing that. Any help would be great. Thanks!