Where can I show the download data link somewhere around/inside the data grid. Please suggest.
I don't think for the download button, you have to use it inside the data grid. as you given Check button in first column of the table named as "SELECT". its giving the clear sense that the user have to choose multiple data by selecting the check button and then he/ she can do the next action (may be print, download or delete). i don't know your full requirement but as per my vision this gonna work good.You can see in gmail as a reference too.
if you really think that, the download button should be inside the group then i will recommend that put it on the right side of the view button having with a different button color.
here i attached some suggestion image hope you will like them
or you can put the things on the left-top of the data table having with some icon
You could change the "Details"-Label to "Actions" and add a "Download" Button next to the view Button (Which should be changed to "View details" then).
Since you should tell the user what he's about to download you could add the icon of the format to the button (for example PDF Icon) and set the Button text to "Download PDF".
I would do both Ivan's and Sushant's answers, i.e. Download next to View and multi selection + action icons in the top left corner.
The Download in each row is convenient if you want to download only one item, but if it the users may want to download more then one at once, then you need to include a way to do bulk operations and checkbox + icons is perfect. I don't know the workflow, but you may consider putting a Select All checkbox somewhere.