I'm pretty sure there's quite a few ways to set up an OTO...
but here's a really simple and straightforward way to go about with Clickbank:
First, you have your main sales page. Then, when they click "add to cart" you send them to a second page where they'll be able to either take your upsell or refuse your upsell...if they refuse, then you send them to your downsell page.
So like this:
Offer page ---(they click on 'order now')--> OTO Upsell --(if not)--> Downsell Page ----(if not)---> Main Product.