When buying a computer we still recommend a CD-R/W (to be able to burn CDs) instead of CD-ROM (read only) - just in case. But most people now use some kind of external hard drive (even pen drives have multiple GB of storage) or file transfer to move data around.
By the way, Dropbox is another example of Cloud Computing - as are all file transfers across the Internet. Welcome to the new century.
Use Dropbox to Transfer Over a Large Queue of Files
Here are two videos on Dropbox. The first is an explanation that beginners might find helpful and the second is a two-year-old demo.