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If file-based malware sample can be downloaded from sites such as theZoo aka Malware DB or any sites as suggested here, what about fileless malware as it doesn't store it's copy in the hard disk?
If this is not the right site to ask, please let me know.
Fileless malware is a bit of a misnomer. Fileless malware is still stored on disk just not directly on the filesystem. For example on windows systems most of the time fileless malware is stored in the registry which is not apart of the filesystem proper. You can get those types of samples from the same sources you cited.
File-less malware samples usually mean they are stored in memory. The malware still exists, but hides its tracks differently and doesn't write to disk. It is still possible to extract those files and write them to analyze where it then might be found in a malware repository or antivirus scanning service.
There are a few places to download malware listed here:
