You can either start watching the movie as it downloads or you can wait for the full download to complete. If you start watching it, though, remember that that begins your 24-hour watching period, so make sure you’ll have time to finish the movie.
You can start watching the movie immediately if you double click the download or right-click it and choose play.
If you don’t want to watch the movie now, just wait for it to download. It should take anywhere from 40-60 minutes for the movie to fully download.