My host Tech support said...
I noticed that in folder 'pub' of your website there is an .htaccess file which blocks the direct access through the web. I am not sure how exactly your script should work, but if you disable this .htaccess the 'pub' folder becomes accessible. However, since this is protected area I assume that your script should make an exceptions only for particular directory and most probably there is a issue with the script itself
A different support tech said...
The reason for the error is that the downloadable products option is not configured correctly, however I am unable to assist trouble shooting this further as this is not a part of our services.
I would suggest you to look for the right solution in the script support forum at
http://www.zen-cart.com/forum/