I’ve spent hours on this already trying to achieve the same thing and finally figured it out.
NOTE: You do need to purchase the WPDM Directory Add-on for this to work.
1. To get the category buttons at the top you need to create your categories first in Download – Categories. Make sure you leave the field called ‘Allow Access’ empty.
2. Go to Downloads – Settings and at the very bottom is a drop-down called ‘Link Template for Archive Page’. I chose Bootstrap Thumbnail as it looks like the demo version but you can select what you like and see what looks best for you.
3. Now create a new Page on your blog and insert the following shortcode [wpdm-archive] and save the page.
4. Now view the page and hopefully it should all work.
I hope I haven’t missed anything. I’m not sure why the developer can’t add a simple step-by-step on the Docs page for this or better yet do a short video. It would save people a heap of time and save him repeated questions in this forum.