When you go to File > Create a licence update request file, Hauptwerk needs you to tell it where to save the resulting file (filename will end in .c2v).
If your HW PC *is* connected to the Internet, then the default place to save it is the Desktop.
If your HW PC *isn't* connected to the Internet (strongly recommended), then you need to save the file to a USB stick (or similar device), then transfer it to another PC which can send e-mails. Either send the licence update to MDA as an e-mail attachment, or use the online form to submit it.
I'm not familiar with IA's procedures, but with other producers you can *download* the samples, but you can't *install or load* the organ until you have the licence update back from MDA.
Hope this helps.