there is no "download" to do
they are just automatically added when you update the OS
should appear both on the watch where you add faces or the "face gallery" in the watch app on the phone
**i'm not 100% sure what happens if the watch is updated and the phone isn't in regards to the face gallery, but they should all be available on the watch
several faces are series 4/5 dependent, so if you have a 3 or before, they won't be available.