Not all purchased game content needs to be downloaded because it will work immediately. For example season passes and subscriptions are active straight away and will appear in your Services List and will be added to your account without any further action required.
You can check your subscriptions and season passes by going to [Settings] > [PlayStation Network] > [Account Information] > [Services List] and press (X button) to show all service entitlements.
Check that the purchase is showing in your transaction list. Click here to find out how to view your transactions. If the content is visible on your transaction list, find it in PlayStation Store and re-download it. However, if you are asked for payment and you have already paid, contact us before downloading the content.