Not sure what you mean by 'it comes on but it really didn't download to itunes'. If you've bought it on your computer's iTunes then it should have downloaded into your computer's iTunes library - is it not in the Books part of your iTunes library ('Audiobooks' if you are using a Mac with OS X Mavericks on it) ? If it hasn't downloaded on your computer then try the Store > Check For Available Downloads menu option to see if that downloads it - if it does you can then sync it to your iPad (audiobooks are one-time only downloads, so you won't be able to redownload it on your iPad).
If you still can't find it then try the 'report a problem' page to contact iTunes Support : http://reportaproblem.apple.com
If the 'report a problem' link doesn't work then you can try contacting iTunes support via this page : http://www.apple.com/support/itunes/contact/- click on Contact iTunes Store Support on the right-hand side of the page, then Purchases, Billing & Redemption