This is a first for me. A Download Manager popup appeared when I opened DT3 this morning. I haven’t seen this before and although I’m thinking it’s probably okay to start the download I thought it best to check here first.
Can someone put my mind at ease regarding this?
Were you browsing in DEVONthink and clicked a download link?
If I recall correctly, DEVONthink opened as a result of my sending a document to the app. Now if I close DEVONthink the download window closes and opens when I reopen DEVONthink.
The window is automatically opened if the download queue is not empty. But the only action that automatically adds downloads to the queue is to view a web page (e.g. a bookmark or web archive) which sends “download” responses.
Things are also added to the Download Manager if you Option-click a link in DEVONthink.
Thank you, @cgrunenberg & @BLUEFROG…
Neither of you seemed too concerned, so I went ahead and downloaded the two files. No smoke emanating from my MacBook Pro yet, so I think I’m fine.
You’re welcome 
Removing the items from the download manager would have been another possibility.
That didn’t even enter my thought process. I’ll keep that in mind if it ever happens again.