Q: I just purchased an audio book in ibook using my ipad and I cannot download it using my iphone or macbook; is this normal?

Just open iBooks on your other devices. If they all use the same Apple ID, then all your books will show up in iBooks.

Are they all connected via iCloud? If so, then perhaps it is because the book is a purchased book that cannot be copied because of copyright restrictions.

Audiobooks are a one-time only download from the store, they won't show in the cloud on your other devices/computers for redownloading on them. You will need to connect your iPad to your computer's iTunes and do File > Devices > Transfer Purchases to copy it over to your computer, and you can then sync it to your phone.