The download option is in the "Help" menu. As long as you're in trial mode, you'll only get like two soundpools to experiment a little. Once you're running the full version, you can get the complete content packages with all the soundpools, software instruments and so on.
ralftaro explanation was correct.
Just follow this path in the program: "Help" > "Update program / Upgrade functions" > "Download free synthesizer and soundpackets..." and download 2 soundpools in the trail mode.
If you buy the full program you can download the rest of the sounds etc. for free.