Yes, the codec pack is distributed only in digital form. There were no releases available on CD or DVD, but that doesn't mean you can't create one by yourself.
Firstly, access the official website and download the necessary package. Additionally, obtain IMGBurn from its website as well.
If you have a CD/DVD-RW device, then you can use the image below to see how to burn the package to a physical disc.
Download K-Lite: http://www.codecguide.com/download_kl.htm
Download IMGburn: http://www.imgburn.com/index.php?act=download