To open the download options panel, please log in to your account and select your game in your Library section: https://www.gog.com/account. From there, you have the following options:
1a) We recommend using GOG GALAXY - our optional client which makes downloading and installing games as convenient as possible. To install the game using GOG GALAXY, click on "DOWNLOAD AND INSTALL NOW".
You can also download GOG GALAXY separately, after going to https://www.gog.com/galaxy. Install the client on your system, then simply launch it, log in, and install your games directly from the Library section.
1b) You can also download standalone installer files and bonus goodies via GOG GALAXY, by clicking the game in your Library, going to MORE > Backups & goodies and clicking the files you want.
2) You can also download the files manually, using your browser. Just open your account:
https://www.gog.com/account, choose game and click on "Download offline backup game installers", and then click on the files on the list to download them.
If you experience download corruption issues while downloading via browser, we recommend using a download manager which adds functions such as queuing, pausing and resuming downloads.
If a game contains multiple "part" files, you need to download all parts before you can start the installation.