Go to "my orders" on your profile
Transaction on the blockchain take about 2 minutes to process. So if your order says "PENDING" then refresh the page after the transaction has been processed
Once your order is completed you will have an option to download the file.
If the NFT you bought does not include a file (its a domain name for example) there will be no option to download anything.
Use your wallet to sign a message verifying that you own this item in your wallet
This step proves that you are the owner of the item you are trying to access.
After you sign the message it will load your file to be downloaded.
Make sure you look for a pop-up blocked if you don't see your download appear.