an anchor tag has 2 parts, and opening and closing tag:
between the opening and closing tag, you need to add the link text. the link text is what is displayed on the page
the href tells the browser where to go. the link text tells the user where to click.
your link does not have any text to it, you close the tag inline without displaying any link text.
change it to:
<a href="Docs/<?php echo $row_WADAclassrecords['file01']; ?>" alt="File01" ><?php echo $row_WADAclassrecords['file01']; ?></a>