Yes, if you're referring to the integrity of the software. There's no difference in the product, just the manner of delivery.
Some people prefer off-the-shelf software because it includes hard copies of the manual and the license. Others prefer to download software because it's easy and fast — click a few buttons and the program automatically installs on your computer.
If you choose to download software, you can either download an electronic copy of the manual (usually in Adobe Portable Document Format, or PDF), order a hard copy, or view an online manual that resides on the software company's Web site.