When you buy a PC game from a digital distributor, you always have to go through a very long downloading process (depending on your connection speed) before actually installing the game. Do CD PC games skip the downloading and go straight to the quick installation of the game?
When you buy a game on CD / DVD there are only two things that you would normally download, and none of them would be required to play the game as is.
1. Patches - Mostly to fix bugs, but sometime also includes additional minor content.
2. DLC - Downloadable Content. Most of the time you need to pay for it. Very few times it is free. Basically extends the game a bit.
There are games which have the 'Steam' logo on them, which means you'll need to have Steam on your comp to play the game. While majority of the files/ data will be installed from the cd/ dvd, some files will still be downloaded from Steam. These usually mean patches/ updates to the game. So, even though you've purchased a retail, you'll still need Steam and files may still be downloaded from the net.
Agree with all others.
Games that comes in CD/DVDs that you can buy from the store, doesn't require any downloading.
Downloading is required only for patches so as to update the game version. For example, you can't play the Multiplayer of a game because it requires that you update the game to latest version. In such a case, you'll need to download a patch.
Otherwise you won't have to.