When I click on the song, I download it, but I don't know if the download is in process and I can't find the download section. Everything else works but the download section. Help me please.

The download window should be just below the search window. So both panes are in the same window, one above the other.
Either the download window needs scrolling up, see circle in window. Or else, see image part 2 which has 2 small arrows in the corner of the screen. Clicking on one will show just one window ... just the download window or just the search window. Clicking on it again will show both.

Thanks, Now when I click on a song to download it doesn't appear in the download box.

lol you said before your download window was missing ... what do you mean now it's missing? Just follow the instructions given above. CLick one of the small arrows at the edge of the screen. I now don't know what your original question was all about. When you press a file to download from the search results, it goes into the download window. Normally it will be listed at the top. Unless perhaps you used the resume/find sources function in which case files that are now awaiting sources might be sitting at the top of the download window. Just scroll up & down your download window/arrange it alphabetically or by status by clicking the top of the column heading once or twice & you'll find them.

At first I couldn't see the download box until you told me, but now I see it, but the problem is, when I click a file to download it doesn't appear in the download box, why? I don't know.

1. Go to LW's menu bar, Tools->Options->Downloads & make sure there is a number in the Maximum Downloads box. If it's zero, change it to something like 8 depending upon your connection speed & abilities.

2. Check the setting options here License requirement (click on link)