How to Create Your List for Free
Easy Sign Up Plugin
Install and activate 'Easy Sign Up' plugin, then open the settings in your dashboard.
Modify the 'Notification Email', 'Automated Reply Email' (these can be the same email address), 'Reply Email Subject' and 'Redirection URL' (to your 'Thank You' page)
Edit the 'Thank You Email to Client' to include the link to your 'Download' page.
If you need instructions on creating links in WordPress see my training: Add Links in WordPress Text and Images