Dear Dtyan,
This page is provided by the Wordpress Download Monitor and there is no coding being done separately.
As you would see, the Download button on the left side provides the link to download the file. As for the shortcode you had mentioned, I am using that fine in my posts and pages wherein the user fills in his details and the link to download is popped up to him.
I would want that a similar popup opens up when the user clicks on the download button.
Atul