I was wondering because i'd like to use these games on my other systems, preferably on my old Laptop for when i'm out and about, not for distribution.

Use ImgBurn to burn your downloaded files into CDs and DVDs. Download it from here:
http://imgburn.com/

After installing it, press "Write files/folders to disc", and then choose what you want to burn to the disc (look on the left pane for an icon with a blank paper or a folder and a magnifying glass over them, the former is to select files, the latter is for folders) and then select the files you want to burn. Then click the button with the folder, arrow pointing to the right and a disc button. Then give your CD a proper label, and proceed with the burning.

If you have any further questions, please let me know. Hope I helped.

Burn the installers to the disc. There isn't any DRM, so it's simple matter of burn to disc and transfer to another machine.
*edit* Personally, I'd just go with a drag and drop onto a USB stick though.

You download the installer and burn that into a DVD or CD or whatever you want. For that, you can use whatever software your prefer. I use the Ashampoo free edition.
Personally, I store my back ups on an external USB HDD, so I can delete older installers as needed, but I used to burn on DVDs and they work fine.

Likely story! I know what you're really up to!

You want to mass produce Teen-Agent CDs and create your own black market empire!

*Prepares bulk order of sharks with lasers

Ha ha, you just made my day Sir.

Thanks for all your responses.

To be honest, I don't really use CD's any more. The price of hard drives now is so cheap, I mean you can get a 4tb HDD for less than £100, that its simpler to get those. Although if you want to easily swap to your laptop, pick up an external USB 3.0 HDD, 1tb should cost you more than £30-40, you can then add others, remove etc. I have a setup where I have two 5.25 drawers for plug and play 2.5 SSD, 3.5 HDD's in, so I just plug a new HDD in, copy everything over, then eject it.

External Hdd isn't that cheap everywhere. A typical External hdd on special is ZAR899, a typical Cd is ZAR5. I paid ZAR1399 for my 3TB on special. (ZAR = South African Rand).

Internal HDD's is either a little cheaper to more expensive.

So dumping stuff on CD/DVD is way cheaper.

Not to mention that discs take up less physical space than a hard disk, and can be inserted and ejected from any type of computer with little trouble or messing up with cables or the like. Which is also why I prefer them. I'm not buying any laptop or desktop without considering whether there is a CD drive or not!

Actually a decent external HDD takes up about considerably less space than the same amount of storage space in DVDs...

In addition to the other responses, which should cover the technical part, you may want to take a look here for the artistic part.

A single HDD. It's more compact, so you can carry it around in a jacket pocket. Oh yeah, an HDD weighing 250 g is just so cumbersome.

No. DVDs are thinner and more compact to hold in single. I can't believe that HDDs are more compact and weigh only 300 grams. What kind of HDDs do you get that we all don't?