You are buying a digital asset, so they are stored in your Ethereum wallet. Basically it is the right to buy/sell/trade the digital asset. Some Digital assets have value like Steem Monsters, others you just enjoy supporting the art.

I would guess if I wanted to print a big ass poster of The Sword, I could get @svdsdragunov to send me a copy of the file to print, but that might not be the case with all artists. I think that end of it is all up to the artist and how the value your contribution. Buying the digital copy did not give me rights to download a copy of the high res file, so the pictures in this post are just an image copy grab from the store site.