I didn't realise you could purchase a movie on AppleTV 2/3, only rent.
Which country you're in may affect things - I'm in UK, and Movies aren't downloadable from the cloud and even when they are some studios are not on board.
With movie purchases I would advise you to buy in iTunes if you can't find a solution then view on AppleTV under Computers using Home Sharing.
Rentals on an AppleTV cannot be viewed on a PC, but a rental on a PC can be streamed to AppleTV under Computers>Rentals. Don't ask, it makes no sense.