'Google Play' question

We recently got these phones with the Google Play store for downloading games, tones and wallpapers. DH found a place where it said something about CD's. He wants to know if he gets one of those cd's if he can burn a hard copy or if it just streams through your phone. Since we are out of the loop majorly technology wise, he doesn't know how to find out his answer. He wanted me to ask on Facebook, but I wasn't really wanting to do that, ya know? If anyone can help me it would be greatly appreciated! TIA