This is not a supported feature of the Power Store so it would be a custom implementation but here is the idea.
You can add a link to the order details page that will allow the user to download the product. On the order details page you would need to alter the display for the items in the order and make one of these values a link, using the name would probably be best. You will want to ensure that you pass the item id in the link.
You would then have to craft a download page that the link would go to. On this page you will have a recordset that will join the orders and orders details table on the order id and filter for the session user id and the item id. You will also need to join in your table that holds the file name for the item.
You would then use this recordset as the trigger for the download server behavior and for the file you could use the file name binding from this rs.
This is an overview of a way to implement this, but there is a bit of work involved. Post back with any questions that you have about any part of this