Their link on the homepage to download is not using https so nothing happens when you click on it :
http://repository.playonmac.com/PlayOnMac/PlayOnMac_4.4.1.dmg
Try to change it to https should download, like :
https://repository.playonmac.com/PlayOnMac/PlayOnMac_4.4.1.dmg
But it seems to be very slow to download.