This is odd indeed.
When I purchased my version, I got a confirmation screen in the IE8 browser with 3 "download" buttons. One for the PD9 program, one for its content pack and the third as the promotional extra "holiday package".
Only two of which could be started simultaneously. I made a printout of those pages (in PDF format, but paper would do too) not to loose any of the information, including the order ID and stuff you need if you have to contact Cyberlink in case of problems.
A few moments later an email arrived confirming my purchase and with a repeat of the download links and the license key. So my printout was not really needed. But better be safe than sorry.
If you did not get an email perhaps your internet provider or some spam filters of your own intercepted the email, marked it as "spam" and did not forward it to your mailbox. This has happened to me several times in the past for normal confirmations of trustworthy companies and the provider needed to make exceptions for these to bypass the rules.
Some spam filters have strange "rules" by which they determine something as spam. E.g. the presence of multiple URL links in the message, the message being composed mostly of a picture (I think the confirmation email looks like this), the sender address does not accept email itself (another frequent reason), mail was sent by distribution list etc.
So check with your provider and ask if their spam logs show an email to you coming from
cyberlink.us.cs@digitalriver.com with title "CyberLink Corp. US – Order confirmation for order #9999999999" (insert or leave out your own orderID).
Somewhere during the already started download the webpage with the download and confirmation information timed out and disappeared (that is odd...). But the first two downloads continued and completed. I needed the email confirmation to start the third download and that completed too.
It was with the public Cyberlink website where I got problems to download the update to build 2504. For some reason IE8 could not do it - I needed Firefox as browser to get the 170 MB of the update.
I would assume and hope that Cyberlink's Customer Support does respond to a complaint you make (generate a Ticket) regarding the failed download.