Nothing wrong with "buying" the installation CD/DVD. If you want to make one yourself, the Linux Lite Help Manual refers to a few burning programs you can install to Windows (assuming that's what you have now) that will properly burn the ISO file to a CD or DVD. Here's the page:
https://www.linuxliteos.com/manual/install.html
Click the links shown there and download which ever program looks easiest for you to use. I haven't used any of them myself, so can't give a step-by-step; but it should be a relatively simple process. Basically, you just need to download the Linux Lite ISO file to your computer, then put blank CD/DVD in tray and use one of the burner programs listed to burn the "image" to the CD/DVD.
Find LL ISO files here:
https://www.linuxliteos.com/download.html
Pick either the 32-bit or 64-bit version of LL 2.2 (that's the latest version) depending on your computer's CPU. Most modern computers are capable of using either one. Generally, many people choose 64-bit if their computer has 4GB or more of RAM; otherwise 32-bit for less than that. (That's not a set-in-stone rule, just a guideline.)
Once CD/DVD is made, boot your computer with it in the tray. If computer does not boot from the CD/DVD, then you'll need to get into BIOS settings and change the boot order of devices. (Use a search engine to find out how to access bios for your particular computer model if you don't know how to do that.) Set boot order so the CD/DVD drive is first and the hard drive second. You can leave it that way after your done installing - it won't hurt anything. Whenever you have a bootable CD/DVD in the tray on startup, it will boot it. It won't boot (or damage) a regular CD/DVD if you accidentally leave one in the tray.
P.s. While there does exist some software for Linux that is "sold", once you've got your system up and running the package management features will give you access to literally thousands of programs -- all free and easily installed. Linux Lite comes with a certain common programs that cover a lot of your basic needs right off the bat. Once you've installed, read through the Help Manual for to get familiar with basics as well as the section on how to install software.
If you haven't done so already, also read through the
installation section to get an idea of how to install. If you need help with anything, post back here to forum.