Hello @seblito,
You are using the free version of WPDM. That is the reason there is no link template option.
If you use the premium version of wpdm, you would see like this:

There is available edit and clone menu for your templates in PRO, however, you can also edit the templates PHP file from plugins > download-manager > tpls
folder and follow this doc too, https://www.wpdownloadmanager.com/doc/template-files/
However, you can check the difference between free and paid wpdm here.
Thanks