YankeeJim: It's no different than what you're "downloading" now-the same thing you get every time you play- game and profile files. The only thing "installed" on your computer are cookies if you allow them.
It is different, actually. The PC app installs many files on your computer (in the C:\Program Files (x86)\Topgolf directory) as well as many Registry entries. You'll also see WGT Golf and WGT Launcher listed as installed programs in Control Panel.
The PC app doesn't install any cookies, because it doesn't run in a browser. Your game settings in the PC app are stored in Registry entries.