When a customer proceeds to checkout after adding a downloadable product to cart, there is no shipping section there if shipping for the product is disabled:

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After an order is placed, it gets the Waiting for approve fulfilment status [if the Approve before providing access to download option is enabled]:

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And a customer receives an e-mail notification “Order waiting for approval”: notification.png

After the order fulfilment status is changed to any other except for Will not deliver a download link is sent to a customer in the “Your order has been changed” e-mail notification:

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In case the the Approve before providing access to download option is disabled, the customer gets a download link for the product right after the order is paid.

The download link for the product can also be found in the Ordered files tab of the My orders section in a customer account in your store.

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In case a customer pays with a subscription for a downloadable product s/he’ll receive all X-Payments related e-mail notifications as well as regular E-goods related notifications on the order status updates. Depending on whether the Approve before providing access to download option is enabled or not the customer will receive a download link either right after the subscription is paid or after the subscription is paid and the Waiting for approve fulfilment status is changed to any other, except for Will not deliver.

Such customer will receive an updated link with the actual product attachment on the moment of payment to download the product each time a subscription is paid and will not receive any notifications on and will not have access to the history of the product attachment changes through the subscription period.