The game comes directly from PSN Store, you will be able to go online, get updates, etc.
After the setup process, the game will be available to launch on your own account, just as any other game or app you purchased directly in PSN Store.
LEGO Marvel Super Heroes features an original story crossing the entire Marvel Universe. Players take control of Iron Man, Spider-Man, the Hulk, Captain America, Wolverine and many more Marvel characters as they unite to stop Loki and a host of other Marvel villains from assembling a super-weapon capable of destroying the world.