How (or where) do I get wordpress plugin update download link?

The latest plugin update information is available by print_r(get_site_transient('update_plugins'));

or if you want to filter out wordpress.org plugins and make it more readable…

$pluginupdates = get_site_transient('update_plugins');
foreach ($pluginupdates->response as $pluginupdate => $values) {
    if (!stristr($values->package,'wordpress.org')) {
        echo "Plugin Name: ".$values->slug." --- ";
        echo "Update Package: ".$values->package."<br>".PHP_EOL;
    }
}

Of course, this will just return blank if there are none, and will not list updates not do not use the WordPress Plugin API for Updates (plugins not using the wordpress.org repository are also likely to use their own update mechanism.)

For plugins that do not have a current update available, it is going to vary from plugin to plugin, you may have to find it in the plugin code on an individual basis.