There are a few CD editions in circulation that didn't have the DRM installed, but most did. You might be one of the lucky owners.
The only real catch with the GOG/Steam downloads is that they don't include include the executables for the original 16-Civ vanilla and 24-Civ PTW releases, only the last one for Conquests/Complete. The original Vanilla/PTW .bic/.bix ruleset files are present, and can be copy-pasted into the ../Scenarios folder and run 'raw' from the Civ-Content menu, but I encountered several minor (but not gamebreaking) bugs, e.g. with the new Conquests terrains and upgrade-costs, when I tried that simplistic approach. To play a more Vanilla/PTW type game, the .bic/.bix needed to be tweaked a little in the Conquests Editor, and resaved as .biq files, to run nicely under the Conquests engine.
(Or one can go looking ... elsewhere ... for the original executables...)