If I buy nightfall from the online store...

(Or prophecies), do I have to download it all in the game, or do they give me an installer or something with all the files?

It downloads into your computer.

I am guessing they give you a serial Number and directions to download the game at the guildwars website, it is a client that downloads all the nessesary files.

if you buy it from the NCsoft website, they will give you a serial number, be careful though, as it may lead you to create a new account, to use that serial key you have to add it through the game menu.
if you buy it through the ingame store it will be added automatically to your account.

Ok let me rephrase the question. Basically I want to know if it will download the game as I play it (like when you have to download new files before entering a town or outpost after an update), or will it let me download them all at once in a separate application, so I can still play factions while the new game is downloading.

Yes it will download while you play.

If you dont feel like playing but still want to download everything you can add -image to your guildwars shortcut to make the updater download everything.
(For example it would be "C:\Games\Guild Wars\Gw.exe -image" if you installed GW in a Games folder on your C-harddrive).

If you have 1 chapter, does it only download the content for that? I'd have thought you get the content for all chapters downloaded.

So you may find you already have it all installed (it may need to decompress). As it downloads updates before you login, so it won't know what chapters you already have.

For example Factions + Nightfall content was auto downloaded to me a week or so before i got the games. So it would be downloaded and ready.

Correct me if i'm wrong but thats how i thought it worked.

Alright thank you.

There's 1 big client for all of the games. It'll download what it needs if you venture into an area.

This thread should answer your questions.

I'll close this as there is multiple versions of these type of questions in the Q+A/Tech corner at the moment.

Thanks
Ashleigh