I really want to get TESA, but I love the idea of Steam and being able to download your games to your computer. I'm not very experienced with PC gaming. If I can't download the games via the discs, is there any way I can? I'm really just interested in Morrowind and Skyrim, but I want the DLC for Skyrim as well, and I don't want to pay for the Legendary Edition on Steam as well as Morrowind (more than TESAnthology). Any ideas?

You can play them and instal from the disc, but Skyrim request Steam. However the Morrowind and Oblivin came with Steam keys to and you can activate tnem on steam and download them from there if you want to dont use discs. You choose.