First you have to buy the Directory Plugin. Then you can use the shortcodes listed here. http://www.wpdownloadmanager.com/docsfor/wpdm-archive-page-2/
Thanks for that update, helpful indeed.
Now I just need to figure out why the template settings are not deployed together with all the other settings. Where are the custom templates saved? In a database table or somewhere else?
(And if a database table, which one?)
Thanks.
/anders