Rome: Total War (I assume this is the game you are talking about) is a retail game: you can buy it in computer stores or order it from Amazon. You don't need to download anything (excepting the patch) and you don't have to pay for online gaming. The same applies to Medieval: Total War and Shogun: Total War.

If you weren't talking about these, then I guess you mean the RPG game that Amirsan of Ponthus is organizing. However, that is an RPG, not the game you have been seeing screenshots of. You can find information about it at this site: Strategic Command Centre.