Download is only available on a-la-carte purchases. If you have purchased books, you will see a Download page tool above the book viewer.
Click on Download to start the process and once it finishes downloading to your device, you will be presented with a screen like the below.
Click on the blue, "Open in "Books" link to add this book to your iBooks library. This process will also redirect you into iBooks and any other book you have saved will appear on your bookshelf.