First, make sure you're in Advanced View (the floating right tab on every Zaxaa page). If you're in Simple View, you must switch to Advanced View first.
To integrate Amazon S3 with Zaxaa you can simply set your Amazon S3 details on your Zaxaa dashboard Settings >> Product Access Settings.
After that, you can select your S3 files when you edit your product. You can find the button to select your S3 files under tab "Page Settings", click YES on "Use Hosted Thank You Page" there will be option "Integrate With Amazon S3".
You have to select file inside your bucket for each of S3 file you want to give to your customers (as product files). In other words, you can't directly select the bucket.
After you have selected the file(s) Zaxaa will then automatically display the S3 files on your thank you page including the secure download link(s).
Please remember that this is only available in hosted thank you page.