Which version of Lightroom are you referring to? Lightroom Classic, Lightroom desktop, or Lightroom Web?
What "downloading" are you wanting to turn on? Downloading from the Adobe Cloud to Lightroom Classic? Downloading copies of your originals in Lightroom Desktop? Or downloading jpegs of you images in albums that you have shared with others? Or something else?
If you can clarify what you are trying to achieve, we'll be able to help. As it is, your question is a bit too vague.