Urgent digital download fix please

Hi as part of my website I am offering digital downloads – i have attempted to put my dropbox sharing link in the URL section of the product listing, but one purchased , when you press on the download button nothing appears , when i add the URL in the product listing it has a red X what does that mean? basically can I have instructions on how to add my dropbox folder to a listing to share when the person has paid.

Dropbox security is fine so I know its not an issue there

I attempted to look at you tube videos but a section is missing from my dashboard for listing set up’ I don’t have it …. so I can’t even amend anything

Please can you help …

Thanks