Once you purchase the Downloadable Audiobook you will be provided with a link to download the zipped file.

Download the zip file. The zip file contains all the individual MP3 files of the entire audiobook.

To do that:
“Right-click/save as” the zip file of the entire book onto your hard drive - once it is downloaded (it might take a while) double click the zip file, to open it. Then use a media player (iTunes, WinAmp, Windows Media Player) to play the files