When running a Conga Conductor solution, the Download button should appear in the Conductor dialog box once the merge process is complete. You will also see a message saying, "If your merge operation was configured to allow you to download files, click Download."
If the Download button does not appear there is something wrong with your template.
Conga Conductor does not produce error messages. To find what is causing the error in the template run the original Conga Composer solution that was created for the Conductor routine. When running the Conga Composer solution an error message should appear indicating what is causing the error in the template.