Hm, something rather strange seems to be going on here. The product's settings do have Single File Download enabled with a file uploaded for that product, but no download link appears on the thank-you page for orders where that product was purchased, and you're saying no link to reach the download page was included in the thank-you emails sent. Those links should be inserted into the page and email automatically, with the way you have that product configured currently, so I can't imagine why that didn't happen (unless you just enabled the Single File Download setting since posting your message here?). We'd need our Lead Developer to investigate, so I've sent him a summary of this to look into.
