The Adventure of Link
In The Adventure of Link it can be performed by jumping and then holding the down button. Link must learn the Downward Thrust to complete the game as there are keys as in the Island Palace that cannot be reached without it.
The Minish Cap
In The Minish Cap, it is performed by jumping with the Roc's Cape, and pressing the sword button. It is useful against many enemies.
Cadence of Hyrule
In Cadence of Hyrule, the Downward Thrust is a technique required in order to cross the smaller river on Death Mountain and reach the Temple of Storms. It can be found in the Windmill after waking the workers.