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So it all depends on the game. The vast majority of games will come with some kind of activation code. Enter your code into steam (or Battle.net, or Origin, or UPlay, or whatever), and then either download the game or install it from the disc. Your disc will remain pristine, and your case will look lovely on your shelf. Some games come with literally a DVD case with nothing in it but a code (I'm looking at you, Dark Souls 2). And some games will still require that you have the disc in. Not many, but they exist. I have a physical PC version of Pier Solar that required it be inserted. And I believe some of the Indie Box games require the disc be in. But don't quote me on that because I always use the free steam key for all my Indie Box games.