Download buffers are opened automatically whenever you start a download, and whenever you use the download-show command. Those buffers can be opened in a new window, or in a new buffer in the current window. The default for the former is to open them in a new window, and for the latter in a new buffer in the current window. The variable download_buffer_automatic_open_target controls the behavior of automatically opened downloads. Its default is OPEN_NEW_WINDOW but there are other possible targets.

If you don't want a download buffer to open automatically ever, put the following in your rc:

remove_hook("download_added_hook", open_download_buffer_automatically);

To open a download buffer manually, do M-x download-show. You will be prompted for a download from a list of your current downloads. By default, the download buffer will be opened as a new buffer in the current window. With universal-argument, it will be opened in a new window. This can be configured with the alternates system. For example:

set_handler("download-show",
            alternates(download_show_new_window,
                       download_show_new_buffer));

Within a download buffer, the following key bindings are in effect:

It comes as a surprise to many people that the g key, and other bindings found in content buffers are not available in download buffers. Much of this is due to the separation of buffer types for security: a special buffer cannot become a content buffer, and a content buffer cannot become a special buffer. It is also worth bearing in mind that single-key alphanumeric bindings are always considered context-based shortcuts in Conkeror. To browse to an url in a new content buffer, use C-x C-f.

If you would rather use the Xulrunner built-in Downloads window, like Firefox has, you can open it by M-x download-manager-show-builtin-ui.