This help page gives tips for testing your setup:
I'm not sure about the exact technical implementation details of how we perform Redirection, but it's not possible to redirect buyers to your site's download page URL without exposing that URL in the buyer's browser; therefore, they could share that URL with others who could simply visit it directly to download your product without paying. Is there some reason you'd need to provide your download this way, rather than using our standard download delivery method?
Normally, after the buyer finishes checkout and the payment processor confirms the buyer's payment was good and completed, we grant the buyer access to a thank-you page we generate for you, where we present that buyer's unique download link(s) automatically. We also send them a thank-you email with a link to reach the thank-you/download page in case they did not proceed there after completing checkout. Their download link(s) would expire after the number of attempts or hours (whichever comes first) that you specify in each product's settings, so even if they try to share their URL, their links will be dead soon enough anyway.
Our digital-product plans of $18/mo or higher would also allow you to store the file on your own server and just configure the product with that remote file's URL, rather than uploading the file to use storage space on our server, and the download links we issue to buyers would also cloak your remote file URL(s). See the Remotely Hosted Downloads section on this help page for further details: