I am not too sure where to find my download link, I haven't updated in a while

I was just wondering, should it be in my email?

If so, then it is not there, and it was probably thrown in my junk then deleted, in that case, how does one retrieve a new one?

Search in your emails for "BMT Micro".
If it's not there you may have indeed deleted it. Send a mail to pasi.kainiemi@modulaatio.com and he will send you the link back.
Or you can join the IRC and ask there.

Yeah, I tried the search already, damn. Well, I guess I must send the email, but I'm guessing I wouldn't just get a free link...how do I send any proof of purchase? What would be considered as?

just send an email with the email address you used to purchase the game, proof enough