This method is selectable if the cart contains digital items only. Once an order got paid, the customer receives a email with the necessary links to download the bought items. Those links are also available on the order tracking page for this order. By default, a link to download all files as a single ZIP archive is displayed. You can disable this behavior in the download plugin configuration. If you want to display the zip link only, you can disable the direct links to the images in the download plugin configuration as well.
Make sure the plugin is published. Otherwise the configuration option will not work.