When launching a feed for the first time, 0install will download the necessary files for you and store them in the cache. Next time, 0install will use these stored files, so you don't need to download the program again. From time to time 0install will check for updates and offer to download them. For example:
$ 0launch http://repo.roscidus.com/games/openttd
1. Click Download
The downloaded file says that OpenTTD requires various libraries (Freetype2, SDL, libgcc1, etc). Each library is identified by a web address (URL) in the same way that the main OpenTTD program was. 0install downloads information about them in the same way and selects a compatible set of versions. The window displays a dialog box showing the program and all required libraries. Click Download.
2. Wait for the download to finish
0install now downloads all the required archives (supported formats include tar.gz, tar.bz2, zip, rpm and deb). It unpacks each one into its own directory and checks its contents against the cryptographic digest given in the (signed) feed file. If the archive has been changed since the feed was signed, the download will be rejected. If the archive hasn't been tampered with, it is stored in a cache directory (see sharing for more information) in its own subdirectory, named after the digest. This ensures that no two downloads can conflict with each other.