One disadvantage of games in electronic formats is that you have to print them out yourself. This makes for some advantages, however: you can print out another when you accidentally spill Coke on it, you can print a copy for every room in the house, and so on.
Components for most games are provided in PDF format. Many programs are available for reading PDF's, but the most common is Adobe's Acrobat Reader. You can get it for free.
You can print cards on paper, of course, but you probably want something sturdier. There are several things you can do. There are several options, each with pros and cons.
Pro: No gluing.
Con: Cardstock can jam in the printer.
Pro: Nice final product.
Con: Only affordable for black and white copies.
Pro: Cards are sturdy.
Con: Glue may come off with extensive use.
Pro: Cards have nice backs.
Con: Requires careful gluing. Some people print on sticker paper to make the gluing easier, but that can get expensive.
Pro: Prints on paper. No glue.
Con: Hard to shuffle. Cards can fall out of sleeves, especially if you get very lightweight sleeves.
Pro: Fiery, mystical glow.
Con: Blood sacrifices may be required.
A game board is not handled as much as cards and doesn't go bad if its back is marked, so it can be printed out on ordinary paper. If you hanker for something stiffer, you can put it under glass, tape it to a tabletop, or glue it to poster board.
Boards larger than a single sheet usually require some assembly.