Please go through the following docs to get started with WordPress Download Manager Pro Properly:

1. How to install
2. Okay, so plugin installation is done. Now, if you are using any plugin. the following pages always need to be excluded from cache:
   1. Login Page
   2. Register Page
   3. User Dashboard Page
   4. Author Dashboard Page
   5. Cart Page
   6. Download URL ( any URL with parameter name wpdmdl )
3. Adding your first download ( Admin Menu Downloads Add New )
   And all features of the add new package page explained on the following pages:
   1. Attach File
   2. Attached Files
   3. Password Generator
   4. Package Settings Section
   5. Package Settings
   6. Lock Options
   7. Icons
4. Using shortcodes
   There are lots of shortcodes with WordPress Download Manager, we strongly recommend you to use TinyMCE button addon to generate shortcodes easily
5. Shortcode templates and download details page templates
   At this point, you may need/want to change the styles for frontend view of shortcodes and download details page, WordPress Download Manager Pro has an easy templating option for that. But, direct use of PHP code is disabled when you are creating templates from WPDM template manager, you can use only template tags, like shortcodes. But if you want details customization of template at PHP level, please follow the template file editing docs
6. A better-looking download button
   Probably you are wondering, why you download button just looking like a flat link! It because probably, you missed a page "Prettify Your Download Link"
7. Login, Signup and Use Dashboard Page
   WordPress download manager includes shortcode for custom login and signup form with detailed options for adding a logo, captcha, enable/disable email verification, you need to use login form shortcode and register form shortcode in 2 different pages to use them, and user dashboard shortcode is explained here. Finally, if you want to override details WordPress login and register form using WPDM custom login and register page, you need to select login and register page from frontend UI settings.