When you purchase pro, you are sent an email from sales which has a link to your own personal download page. So open that link & bookmark the page for easy access.

As for volumes to save to, make sure permissions are available to you. I had that problem when I used an alternative account on the same machine. Volumes with OSX installed on it need to be owned by the System. However other volumes may be owned by the user. Select the volume & use Command i, look at permissions & click Details to show who owns. The most important issue here is that you have both read & write permissions.