When it comes to downloading the settings from ETS to the device there are several ways to go about this. The simplest to explain and understand is for the user to right mouse click the selected device in ETS and then select 'Download' followed by 'Full download' as per the following image.
Related to performing a download we can see (from the Topology view shown below) that there are several details which are in ETS which can be downloaded to the individual device. These are indicated by the white tick in green circles under the heading of Adr, Prg, Par, Grp, and Cfg. An explanation of these can be found here: https://support.knx.org/hc/en-us/articles/115004244045-Download-Flags. Suffice to say that a 'Full download' downloads all of these settings from ETS to a selected device.
In the image below it can be seen that 3.2.6 has some changes made in ETS with parameters (Par) and groups (Grp) and these have not been downloaded to the device (by virtue of the absence of the white tick in green circles in the respective columns). Updating these setting to this device could be achieved by completing a 'Partial download' as this process downloads Par and Grp settings to a selected device.
For the devices I have configured I normally perform a 'Download' /'Download Individual Address' as a first step. This is completed as a practical step as it requires the person completing the configuration to actually visit the device and to physically press the 'program' button. Once the address is assigned subsequent configuration can all be done remotely via ETS (assuming ETS is connected via some connection to the KNX network being configured).
One aspect which had me a little confused was in relation to the Prg and Cfg settings. What seems clear is that within ETS we set an address, parameters, and assign group objects to group addresses which need to be downloaded to the device. However, it was less clear to me why Prg and Cfg need to be downloaded as they are not related to settings which I understood to be configurable in ETS. As it turns out it may be that the application program (Prg) is not downloaded as per the following two dot points from https://support.knx.org/hc/en-us/articles/115004244045-Download-Flags.
Application Program download can take a lot of time, therefore most of the devices are ex-factory delivered with a downloaded Application Program
'Application Program' or 'Full' download should only be required once, for any further modification a 'Partial' download should be sufficient -> check the flags in order to be sure
As such my understanding is that if the application was ex-factory with the appropriate application then it would likely not be installed from ETS - possibly the 'Full download' or 'Download Application' process first checks the versions are the same and if they are a download of the application does not occur from ETS. This is something I'm not quite sure of at this stage.
With regards to the Cfg settings, in the documentation here: it indicates that this is only for PL and RF and as I'm using TP (twisted pair - the green KNX cable to communicate between devices) the Cfg setting would appear not to matter and nothing is transferred from ETS to the device. It is a bit strange though because the Cfg becomes ticked (with the white tick in green circles) even though a 'Full download' never occurs on TP devices. Again I'm not quite sure I fully understand this.