I just bought a digital download, and on the receipt there's a big black button labelled View Your Files on Etsy. If you click on that, you go back to your Etsy home page, and then there's a little popup block in the lower right corner with a download link.
There are other active links on the receipt, too, one or two of which lead back to the item you purchased and your personal purchases page (with download link) and another that goes to the home page with the popup block. So there are multiple avenues to get to the download from the receipt.
The process looks a little different now than what I remember. I try every 6 months or so to purchase a download just to see what changes may have occurred in the process, so I can respond to customer questions/issues in a more informed way. I'm glad Etsy is trying to make downloading easier and more obvious to buyers, and buyers now seem to have fewer issues in the last few months or so.
