The "download and transfer option" is located on the Amazon.com website when you're logged in. To get there, hover over the text to the right of the search bar that says "Hello, [Your Name] Account & Lists", select "Orders" from the menu that appears, then select "Digital Orders" from the "Your Orders" page that appears after selecting. You'll see a list of Digital Orders you've placed, including books. Click "Manage Content and Devices" next to one of the items, and a "Digital Content" page will appear. After clicking "More Actions," you'll see a list of actions, including "Download & transfer via USB". At least, I do.
Is it related to the "send to kindle" stuff (https://www.amazon.com/sendtokindle) ? I'm using this to pass epub directly (enabling wifi just in time)