Why dont i have to download the expansion Discs?

I downloaded the first CD (Vanilla) and then I put my CD key. I later decide to upgrade it by buying Wotlk, the burning crusade and cata. The odd thing is, I just put the CD keys for each one and and my account get upgraded without downloading the Discs? How come? And say I wanna install WoW on another PC. Can i use the cataclysm one? Thanks.