file-link.html.twig
<span{{ attributes }}>{{ link|merge({'#attributes': {'target': '_blank'}}) }}</span>
{% if file_size %}
{# @todo remove class before Drupal 9.0.0 #}
<span class="file-size">({{ file_size }})</span>
{% endif %}
Alternatively, you can also solve this via preprocess.
/themes/mytheme/mytheme.theme
/**
* Implements hook_preprocess_HOOK().
*/
function mytheme_preprocess_file_link(&$variables) {
$variables['link']['#url']->setOption('attributes', ['target' => '_blank']);
}