Are you referring to downloading from within the download window in e-Sword? If so, click on the desired Bible translation that you want. You will see it appear in the white area at the bottom of the window. You may select another translation if you wish. Then at the top of the window you have two menu options, File and Download. Click the Download menu and select Start. Your Bible(s) will download and install. You will have to restart e-Sword in order to see them appear in the Bible window of e-Sword. If you select a Premium Bible you will be asked to provide a Product Key which you can get by clicking on the Purchase From eStudySource button and following the purchasing instructions that will appear in your browser. Then return to this window in e-Sword and enter your product key and click Validate. I don't remember for sure what happens next, but I think it will be the same. The Bible will appear in the white area at the bottom of the Downloader window and you will click the Download menu and then the Start option.
What Kartoog and Tj Higgins were referring to is how to download Bibles and other files from this site. That is a different process as they have described.