This is for the Shareware version of software. Note that Shareware often comes with available benefits for those who pay for the software, and so a title may be listed as both Shareware and Retail. If one does not see a piece of Shareware in this section, it may be worthwhile to check out the section of Retail games to see if a title is listed there too. To pay for shareware was often defined by the author as the method to officially "register", and so obtaining the "registered version" often meant obtaining the retail version.
This section is for games sold at retail (defined as being sold to consumers), whether that means being sold at a retail store or being purchased from a remote location, such as online. This includes some full versions of software for which there are shareware demonstrations for.
Retail software is generally not legal to be distributing publicly without restriction, and this website does not contain material that is illegal in the United States of America. There may be some software in here that contain patches to new versions of games, or other such add-ons, because there are some retail games that have been released with high enough quality that, despite availablity of some free games, have been found to be worth paying for.
Note that some Shareware has had the registered versions released as retail software, and so if some software is not found in the Retail section, one may wish to check out the Shareware section. However, if there are quite a few files designed for the paid for version of the software, such software may show in this section, even if there is a shareware equivalent.
These are most often non-interactive, although there may be some small, slight exceptions (HeartQuake allows one to control a camera viewpoint in one part of it), and so in some sense they are similar to movies that get stored in the Media files section of this site. However, they come bundled with their own executable, and so they are designed for the specific platform(s) that the executable(s) came with support for. Typically there is quite a bit of software processing that creates the imagery seen, resulting in the files being dramatically smaller than media files.