I own several websites, and each one distributes tutorials in a different way:
The Creative World of EniOken (EniOken.com):
This is my personal portfolio site and offers only my own tutorials and ebooks for sale. Tutorials purchased there are delivered via Sendowl directly to your email inbox, instantly. The links inside the email expire, so we recommend you download your files straight away after purchase!
Eni Oken's Etsy Shop:
This Etsy shop sells only my own tutorials as well. Tutorials purchased there are delivered via Etsy's download link on the site. Log into Etsy to download your files, you can find them under your Account > Purchases & Reviews. (This is located on the upper right hand corner).
JewelryLessons.com and ClayLessons.com:
These are two tutorial marketplaces with tutorials by several different artists. JewelryLessons.com and ClayLessons.com do not email you the files -- instead, they are located in your Downloads area.
These two sites also deliver tutorials via your own Downloads page, similar to Etsy: just login to the site and look at the upper right hand corner to find a link to the Downloads page.