You could use the free app Digital Download from Shopify to do so. Basically, when you using this app, after the purchase, customers will be direct to a page where they can download the file, as well as receiving an email with the downloaded link. We also have a step by step tutorial on how to sell digital goods online, please take a look
Obviously, for these apps to work, you first have to make an offer they cannot resist. That's when a Page Builder comes into handy, with our app, PageFly Page Builder, you can create a beautiful Product Page to help to increase the conversion rate.