If you purchased the film via the Sky Store app, then press on the 3 horizontal lines and you will see the library section or they are here when you login to the Sky Store website:
https://www.skystore.com/n/mlbm/my-library/my-movies
If you have a Sky+ box the film should be in the planner > purchases or Sky Q via Recordings > Purchases. If the film is not there the find them on the app or website, select the film and select the send to box option.