This is a very common issue due to a default setting on iPads. To disable your iPad's automatic sleep mode, please open the Settings App, click on General, and then click on Auto-Lock. Set the timer to Never for the download. The download should then continue without the iPad screen turning itself off. You may choose to turn it back on after the download, if you choose.
If the icon does not appear in your iBooks App, you may have to go to your App Store, click on "Purchased" on the bottom menu tab, find the item you were attempting to download, then click on the icon to complete the download.