Hi,
I don't see why you say it fails then ?
It seems to work. You get the email with the download link after the checkout. And you can also find a download link if you access the order through the user control panel menu, or in the download area:
demo.hikashop.com/index.php/en/other-fea...panel/user/downloads
Normally, when you have a payment method, you have a "return URL" parameter where you can set the link where you want to be redirected after the checkout. If you don't have a price, then you don't have a payment method, and thus you're not redirected after the checkout and you stay on the default thank you page.
If you want to do something else, then you can edit the file "end" of the view "checkout" via the menu Display>Views and redirect the customer where you want with some custom code:
<?php JFactory::getApplication()->redirect('url'); ?>