Yes, it's a download file.  If you have Vista/Windows 7 you need to right-click on the exe and select Run as Administrator -  then it can install. 

You may want to try out the PLE (personal learning edition).  This shows you all of what Vue is capable of doing and then decide on what "flavor" of Vue you want/can afford.  Going module by module is more expensive, but you can slowly add  what you need.

LVS - Where Learning is Fun!  
http://www.lvsonline.com/index.html