In this case, the client is strictly to download the program. Once it finishes, install, and you can shut it down, and even uninstall it (the game installer is in your users\appdata\local\greenmangaming folder, so can copy it to wherever you wish, don't need the client to install, it is a zip file that contains the game files & setup.exe
This was my first time using it (up to this only bought a few Steam games through them where I could just enter the key into steam). In this case, the discount plus credit I had with them made the game ~$10.
*Just checked, looks like the client is ~20 megs, and was a 7mb download IIRC. Still don't intend to ever buy a game that requires it to run, but for a downloader, I've had much more invasive *Cough* Origin *Cough*.