You're going to have to put the disc into your computer, then install it, which is pretty much "downloading" it.
Nope.
Download - to transfer (software, data, character sets, etc.) from a distant to a nearby computer, from a larger to a smaller computer, or from a computer to a peripheral device.
Install - to place in position or connect for service or use
When you download something you receive files from a server. When you install something you are using files you already have.
Very often after downloading a program you need to install it so they are two different things.