Can I have a download section on every guideline page?

Yes, you can put files on any guideline page you like. You can use the module 'Collections' to select the files you want to add to the page. Follow the instructions “How to Create and Configure a New Collection” on how to add files to Collections.

Do you need to link guideline pages to your image bank (DAM)? Also read "How can I link images in the Brand Guidelines to the DAM".