Backup games without original CD?

Hi everyone... I'm new in this forum, and I'm liking it very much! So, here's my doubt. When I see tutorials about backing up games, they all use original cd to do the backup. I want to know if it's possible to download a game to PC and copy it to HDD through FTP or pen, and back it up to play without cd. :dontknow:

Can anyone help?

And, sorry for my bad english