That's exactly what it means, mignonne.
You don't have to do anything but play the game.
If DOSBox is required, they've already added it and you're good to go.
Btw, GOG updates games whenever an update comes along.
Occasionally, some people run into trouble and when they do, there's a link to the forum for that particular game at the bottom of the game shelf which you'll see once you've selected it; people post solutions to the problems in the forums.
If you don't see a solution, ask away and someone will help you.
Failing that, you can always put in a support ticket at GOG.
I have never had to put in a support ticket and I've got more games than I'm going to admit to on my shelf.
They are standalone games.
You can download them in your browser if you want to but I use the GOG installer.
It speeds up the download a lot.
If you use it, just download the installer then when you want to download a game go to your start menu and open the installer.
Click on the game you want to download and say Yes when it asks if you want to use the installer.
But unlike BigFish, you do NOT have to use it and the games will play just fine if you don't have it on your computer.
Oh, and I like this a lot: checkout is FAST and they do NOT keep a record of your method of payment.