EDD_SLUG

This constant allows you to change the post type slug of the
download post type. By default the slug is downloads, resulting in URLs that looks like this: http://yoursite.com/downloads/download-name, but by using this constant, you can define the slug as anything you want.

Place the following in your functions.php or any custom plugin to change the slug of the download post type:

define('EDD_SLUG', 'my-downloads-slug');

Note: after doing this, you should resave your permalink structure for the changes to fully take effect.