How can I set up files to be downloaded

Hi all,
How can I set up files that are associated with a product to be downloaded following purchase?
I have added the files to the product and when I go through the purchase process (using PayPal) it does not add postage so presumably knows that it is a download product. What is supposed to happen next?
Thanks
Dan

Once the order if confirmed, you can access the order details page with the link in the confirmation email in order to download the files attached to the products in your order.