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.
Welcome to a new world! Take on the role of a hunter and slay ferocious monsters in a living, breathing ecosystem where you can use the landscape and its diverse inhabitants to get the upper hand. Hunt alone or in co-op with up to three other players, and use materials collected from fallen foes to craft new gear and take on even bigger, badder beasts!