Yes, that is a common problem you’re running across…
EBD always sends 1 email which I call the “notification email” which typically goes to you (the wordpress admin) and it tells you that a user has filled in the form and downloaded the file or whatever. The configuration details for that email are available in the CF7 form that you created (under the ‘Email’ tab I believe). CF7 actually sends this email out. Normally, people just leave the To: as going to the WP admin and the From: as whatever it defaults to and that works just fine usually. People rarely have trouble with that email. To be clear, that email has no link to download anything, it’s just notifying you that some visitor filled in the form..
If you have configured EBD to ’email’ or to ‘both’ (rather than ‘inline’) then EBD itself will send an email to whatever email address the website visitor typed into the form. That email often doesn’t make it to the Inbox for that visitor, in fact it often doesn’t even get into the Spam folder. The reason for that is that the From: of the email gets set to some default value related to the actual computer that sent it … when you are on shared hosting that value will be unrelated to your website domain name and it will look like spam to the email provider & they’ll usually just not deliver it at all. To fix that, you need to set a From: value that uses your domain name and is actually a real email address that can actually get mail (you probably already have one set up or you can make one via the menus for your hosting provider). Typically, setting the From: is good enough to get the default email delivered to pretty much all mail providers. However, if someone has turned up their anti-spam settings it could end up in their spam folder, but generally just getting the From: good is good enough (you could also set up SPF and DKIM for your domain, which will help a little).
So, that’s a really long explanation to just get to the point where you need to either install Postman SMTP plugin or the Custom Sender For EBD plugin. Postman SMTP is the better, more robust solution that adds additional info like good logging and such, but you can use Custom Sender for EBD if you prefer that (that one just gives you a couple of fields to set the From: value or something like that).