Download link doesn’t work

I am trying to create a download on my WordPress site. I have downloaded and activated Download Manager, added a new file, and copied the short code to my site’s download page. But when I view the download page the download link button doesn’t click. It appears. It just doesn’t do anything when you click on it. I must have set it up wrong. Can anybody provide me with a list of things to check or some way to search for the wrong setting that is causing my button not to work?