The MiKTeX distribution can be downloaded from the Internet. And it is available on CD-R/DVD-R.
There MiKTeX setup program comes in two flavors:
Basic MiKTeX Installer
MiKTeX Net Installer
You use the Basic MiKTeX Installer to install a basic MiKTeX system. The MiKTeX Net Installer can be used to download and install a complete MiKTeX system. All this is explained later in this manual (see Chapter 2, Installing MiKTeX).
The MiKTeX CD-R/DVD-R allows you to install MiKTeX on the hard-disk or to run the programs directly from the DVD-R.
If you wish to obtain a copy of the MiKTeX CD-R/DVD-R, visit the CD-R/DVD-R info page.