how to add to the hdx download storage

You shouldn't need the Naim app to move songs into the Downloads folder, from your laptop you should be able to do:

Start

Run

Type \\(HDX ip address)\Downloads

Then drag/drop files directly into the Downloads folder

You cannot add music to the downloads folder using the app.
You must navigate to the folder via "Finder" if you use a Mac or "Explorer" (or whatever Windows uses these days) and drag and drop or, copy and paste the folders and files into the downloads folder.
If the album I'm adding is by an artist I already have, I always add an "Album name" folder within the "artist folder", then add the individual files.
If the artist is a "new" artist (not already on the HDX) I simply copy and paste or, drag and drop the whole artist and album files directly.
You might need to manually add the HDX by entering the IP address of the HDX but mine has always shown up on its' own accord.