blakstar: Hi!
As to your original question, they're downloadable games, which you can backup as needed:
"1. How do I download my purchased games?
As soon as you complete the checkout process, you will be redirected to an order confirmation screen with a list of ordered games and download links. Also, every game you purchase gets added to your “My account” page, so if you ever need to redownload a game, that's the place you want to visit."
This link should give you all the info you need:
http://www.gog.com/support/website_help/downloads_and_games iphgix: You download an installer that installs the entire game so the downloads are quite large, then you can make a backup of the installer or delete it because you can download it again if you ever need to. Also whenever you click any of the games in your collection, you can download extra content like graphics, soundtracks, manuals, and sometimes things like comics, or wallpapers, avatars, etc.