Playlists and Curated Sets are only available to Premium subscribers. To download Playlists and/or Curated Sets, you can download each track individually by clicking on the versions of the track listed on the right (C, D, IC, ID, etc)
However, to save time, you can also download tracks from Playlists and/or Curated Sets in a batch by adding them to your crate. For more information on how to use the crate feature, please read this article.
Please note, the option to download all tracks simultaneously within a Playlist and/or Curated Set is currently unavailable due to the amount of versions of each track (Clean, Dirty, Intro Clean, Intro Dirty, Instrumental, etc), which can cause downloading issues for users.