A Stream and a Download both mean the delivery of an episode file to a listener. The term "streaming" causes some confusion, because the listener's device isn't truly streaming (this would mean that they were using a streaming protocol, which is a technically distinct delivery method), but are simply downloading the mp3 file over HTTP in chunks as they listen (as opposed to saving the entire episode file to the device at once). A better term might be "progressive download."
To count as a download or stream, the listener must receive a substantial part of the episode audio file on their device.
An "Impression" is the confirmed delivery of all of a single ad creative to a listener device. One episode download can potentially deliver multiple Impressions. These are measured and reported upon separately.