For the most part, PC players get their games digitally. You can also buy the physical disks if that is a preference, from Amazon for example.
The games must usually be compatible with one of the big PC platforms like Steam. Pretty much most PC players have Steam, which organises their library of games. It's a platform much like the PlayStation one where you can see your games library, see your friends and play and join each others games.
There are also many websites that sell games in keycode format that you can activate and use on Steam. Green Man Gaming for example are a great website and there's always a sale.
There are other platforms, Origin, Epic, GOG, but as I say Steam is the go to for the majority of PC players for playing the games.... but not necessarily the cheapest place to buy them. Green Man is good for that, as is Humble Bundle which I also recommend as it often sells games cheaper for charitable causes.
I'll leave it to the others to suggest peripherals.