On the download page you need to put a link to the zip file containing the ebook. I usually upload the zip file to my website first then edit the download page so that I have the zip file link exactly right.

Make sure that your zip file contains the ebook in PDF format only. You can edit the ebook in Word if you want to put in your own links etc, but then you must create a PDF of your own version for your customers. You don't have permission to offer PLR rights or distribute the Word document (unless your licence says clearly that you do).

You will need to put a PayPal 'Buy Now' button on your index page to sell it. Go into your PayPal (premium or business) account, click on Merchant Services and follow through using the 'Buy Now Buttons' link to create a button.

In the Advanced section of button creating (step 3) there is a place where it says:
Take customer to a specific page (URL) after successful checkout:

In that box you need to put the web address of your download page. So it is best to upload your download page before you create the button so that you can get that exactly right.

Always test your sales process. Assuming this is not prohibited under PayPal's terms in your country, have a friend or family member use their PayPal account to buy your product and then refund them (or do this yourself if you have an account in the name of your business as well as an account in your own name). Check that they reached the download page after checkout and were able to download.

I would put an email address on the sales page and download page too in case people have any problems. This means that they can contact you rather than complaining to PayPal if they have a problem with the download.