Once you've made your purchase, there's an option in the top left-hand corner with MY MUSIC and underneath that is
ARTISTS ALBUMS SONGS PLAYLISTS
If you click on Albums and then find the one you want to download, hover your cursor over the album cover and there's a Tick/Triangle/Three vertical dots - the Tick is to remove the album from your Library. The Triangle is to play the album, and if you click on the three vertical dots, it brings up a sub-menu and the download option is in there.