User E-Mail Activation

It could be done by requiring all users have a registered account in order to purchase, but you will have to use a different plugin for the actual account registration / verification.

In Downloads > Settings > Misc is an option to disable Guest checkout.

Can I offer free download to people who will sign my mailing list using this plugin?

Or can I just offer free download?

Yes, we have extensions for most of the email newsletter systems that you can use to lets users signup to before they get access to the download: https://easydigitaldownloads.com/categories/email-2/