EPiServer Commerce (and CMS) is a framework, so yes, you have to write "special" code. However, there are some sample projects, with some best practices, that will speed up the work. You can download the samples here http://world.episerver.com/Download/EPiServer-Commerce/.
As far as downloadable content goes, you can have assets on entries (product, sku/variant) and nodes (categories) and serve them after successful purchase.
In addition to Johan's answer, you can quite easily add code at the time of placing order (given that the payment is complete and verified, you can also do this at Release shipment process if you want to support some kind of "hold" payments) to redirect to a page contains the code, the download link, or send email to customer.
I have a question on the download link. Is this a permanent link or is there a mechanism to check the link and if a user in logged in then allow access? Once a user has a download link, it should work only for the user and not the general public.
Is this feasible? Can it work on the EPiServer CMS (i.e. without the Commerce)?
i have some uestion about using EPiSERVER as digital store.
Can EPiSERVER commerce able to send me an download link instead of a real prodcut ?
do i need to write some special code to be able after succeful purchase to get and digital asset like pdf/word document ?
what the correct approch to have a big commecrce site buying only digital assets ?