There are many video game digital distribution services available today such as Origin, Steam or Uplay. These services allow you to instantly download the games to your systems after you have purchased them online. There is no need to wait for the DVD discs to be delivered at your doorstep, all the files are downloaded and installed using the apps provided by these services.
Similar to Steam or Origin, there is a digital distribution service dedicated solely to the indie games called Itch. This service also offers an app for Windows, macOS and Linux. Just like the others, you will have to create an account with Itch and then login to your Itch account on its app.
In the Itch.io app, you can browse all sorts of indie games, download them to your computer and install them. Some of these games are available for free too. In addition, you can also update games whenever such updates are available for the installed indie games.
In operation, it appears more like GoG app that allows you to install full installer packages that can be used to install the games on any PC provided that you have purchased them. The free versions of some games are available in ZIP or RAR archives.
Itch also runs giveaways and seasonal discounts when you can grab a number of games for a very small price. For example, they are running a discount on the occasion of Halloween this year and you can get 6 game titles only for USD 10. Then there are many games that are amazing to the very core but they are being offered free of cost by the developers. For example, racing game lovers are going to love Jet Racing Extreme which is absolutely free and provides hours of racing fun.
You can download Itch.io client from https://itch.io/app.