If you have purchased a Digital Download from this site, you can find all of your purchased downloads from the My Account link at the top and then click on the downloads tab. You may also find them on the My Account->Orders page, by clicking on the individual order page.
You will see a list of the items that are available to be downloaded. Just use the right mouse button click and choose- Save Target As . A folder browser should pop up and you can choose a folder in order to download the image there.
You can then find the Image in that folder on your browser, and either print it or open it up into a photo editor and use it in your digital art. For more help on using digital downloads in Photoshop, you can find some tips on the Using Digital Downloads page.