You can simply append the parameter to the servlet path like below
String fileId = "aValidId"
Window.open(GWT.getHostPageBaseURL() +
"DownloadFileServlet?fileId ="+fileId , "", "");
And in servlet
get the parameter like below:
String myParam = req.getParameter("myparam");
And please go through the below link for encoding and for other techniques..
http://perishablepress.com/how-to-write-valid-url-query-string-parameters/