Hey!

I have lost my CD for my Fallout 3 game. But! I still got my CD key...Is it somehow possible to download the game or something, and then use my CD key?

I very much doubt it. Unless you originally downloaded the game through a service like Steam, that CD key is meaningless. You could have just gotten it from a friend who still has his/her physical copy, there would be no way of knowing for sure.