I bought a premium but can't download the file

On Tezfiles, content owners can publish files on their sites and grant access to those files only to his subscribers. If you see the message "You are not subscribed to... website address" on Tezfiles page with the file, this means that you need to subscribe to this site for accessing it's files. To do this just click on the website address indicated after You are not subscribed to and pay for the subscription.
Most likely you bought premium access to one site but are trying to download a file belonging to another site. At the bottom of your profile, you can see which site you are subscribed to.

On Tezfiles you can have many subscriptions to many sites, these subscriptions give you access to many types of unique content. You can see a list of your subscriptions in your profile, just scroll page to My subscriptions section.