When you buy an application from a 3rd party publisher, it means you are actually buying that app through a reseller. Reseller might have additional prices and offers than the official website, but everything is legal nonetheless. "Purchased" means that you have sent them the amount of money they require for the product and you are given an invoice form with the payment and based on that you are entitled to use the full product. An additional license is given to you to activate the software or in some cases a hardware device that is attached to USB/COM to activate the software.
The distribution form is based on the reseller/developer's preferences. Some allow download and some allow CD, but download is most common these days. Along with a download package, you also receive a serial to activate its full version.
For license, a demo is something you try for as long as you want but with limited functions, while freeware is completely free without restrictions. Trial license might have limitations or not, but it can be used only for a certain amount of time.
If you need additional information, contact the official Sales team from Bentley: https://www.bentley.com/en/about-us/contact-us/sales-contact-request or talk with your reseller.