Easy Digital Downloads plugin allows adding Download Archive pages like Download Categories and Download Tags to the menu. Below are the steps that show how to add these archive pages to the menu –
Step 1 – From the WordPress dashboard navigate to Appearance > Menus.
Step 2 – Make sure Download Categories and Download Tags options are enabled form the Screen Options.
Step 3 – Choose and add required archive pages from the list. Save the menu.
Note: Make sure each category and tag is assigned to at least one Download. Then only they will appear on the above list.