What happens when you try ? The page that you posted from, automatic downloads, will work on devices on which you turn it 'on' which have internet connection (e.g. iPod Touch) for future purchases.
You should be able to sync it by connecting the iPod to your computer and selecting it on the left-hand sidebar of your computer's iTunes (on iTunes 11 you can enable the left-hand sidebar via option-command-S ona Mac, control-S on a PC) and then on the right-hand side of iTunes use the Music tab to select which of your music that you want on it
Syncing music : http://support.apple.com/kb/HT1351