The digital downloads are uploaded as part of the “files” section of the product. Unfortunately the files must reside within the store filesystem and can not be linked from another CDN or file server. The links the client gets are unique and can be time protected.
Mr Unregistered, you have to create an account in order for your posts to appear straight away, otherwise wait for a moderator to authorise your post(s).
[quote name=‘JesseLeeStringer’]Mr Unregistered, you have to create an account in order for your posts to appear straight away, otherwise wait for a moderator to authorise your post(s).[/QUOTE]
Even then would it work around here? 
Customers download their files from the My Account area. They are also sent an email, but I believe it links them to their My Account area where they have to be logged in.
The Files tab only shows up after you’ve changed the product type to ‘Downloadable’. That’s under the Extra heading on the General tab.