This depends a lot on context.

Is this software something that is required to complete an ongoing process?

Is this software something that's not vital but good to have?

Does the software require complex system setup rules?

Does the software operate on it's own or does it require user intervention?

There are plenty more questions like this that you need to answer to find your solution.

Directing users to a download page is a great way to offer them instructions, extra information, help them complete a compatibility check, sign off EULA's, etc.

Direct downloading is also great if your users are not expected to interact directly with the software at all.

This depends a lot on context.

Is this software something that is required to complete an ongoing process?

Is this software something that's not vital but good to have?

Does the software require complex system setup rules?

Does the software operate on it's own or does it require user intervention?

There are plenty more questions like this that you need to answer to find your solution.

Directing users to a download page is a great way to offer them instructions, extra information, help them complete a compatibility check, sign off EULA's, etc.

Direct downloading (no landing page) is also great if your users are not expected to interact directly with the software at all.