Are you creating/editing from the Backend or the Frontend?
Creating or editing a Download to use a file associated with another Download is (in jD 3.2) only available in the backend. But in the next major release, jD 3.9 , you can action from the front end as well.
Do not understand by question "listing or print-out of all download links that I created" Do you perhaps mean links in articles or other content?PS would appreciate as a new topic please - it helps other people find things!!