The splash screen on desktop when the game is loading
(not full screen, just a centered picture).
The GotY version I have requires downloading the DLC content from the web. Other versions have the DLC:s included on an extra DVD.
A web browser window is opened to get the four DLC:s, and a required update patch. This page is only for the GotY release.
(The four downloads total size exceed a normal DVD:s capacity).