I think there's a couple ways you can do this:
With the Digital Downloads app you would need to include the download link in a private metafield on the product. When an order is placed, use an app called Mechanic to grab the download URL from the product and store it in a metafield on the customer. Then in a page in liquid (which you create), loop through the customer's metafields and display the download links. I haven't tried this myself but in theory it could work. Also keep in mind any limitations on metafields, etc.
Another app that does this really well is Sky Pilot. It adds a link to the customer account where they can view all their digital downloads.
A third (also untested) way to do this would be to write all the download URLs you have for each product into metafields on the Shop with the product SKU as they key, and the url as the value. Then when a customer clicks into the downloads page (a page you create and edit the code), loop through all shop metafields, checking that each sku exists in the customer's orders. So essentially you're just filtering out downloads they haven't purchased.
I am currently debating which method I'm going to use, I'll update an answer if I find one that works well.
