"The site has the words, "Instant Access" and "Downloads" which means Digital Download.
If you prefer physical versions of any of the books, you can use www.print-my-pdf.com to have them mailed to you for price that would be charged for their printing services.
If you want physical CDs, you can use iTunes to burn them for free. You can download it at http://www.apple.com/itunes/
There is also a 60 day money back guarantee, so I recommend you use the course at least for a little while and see if you think it's worth it.