The download is called WDC-1.18.404.exe.
I click "Download Now" on the itch.io page, then "No thanks, just take me to the downloads".
Then I see "WDC-1.18.404.exe" and click "Download" to the left of it.
The save file dialog appears, I select a folder location, and click "Save". I checked the folder and the file is there.
At what point does it not show anything to download for you? I just tried the download myself to see whether perhaps itch.io was glitching.