GOG is the best option if you need a setup source.
Don't copy to CD/DVD, they will lose data after a few years (maybe safe for 2 to 5 years, but every bit of loss could lead to an useless setup) and they can't be fixed. Use those USB flash disks instead, they are cheap and can store far more than DVD.
If you really want or need to have the setup offline, for multiple games, use 2 or more hard disks or SSD, and make them an exact copy of each other; in case one of these disks dies, you have the other.
Even these can lose data, so move all that data around (copy to another place, delete original, then copy back, so will become fresh)
Google this term "How much time until an unused hard drive loses its data?" for more info about this.
This doesn't mean that the disks will die that quick, just that some data loss will occur in time, so having multiple and periodically refreshed backups is the way to keep data safe for a life time and beyond. Quote from a discussion on this topic "Archival over 20+ years? I'd be really leery of that without regular refreshes and migrations to new hardware."
