The RPG industry is, by necessity, built on books. Back in the 70s, the only real way to spread the rulebooks was via physical copies. Now, digital files are a viable and great way to share a game with friends. Finding which format works best for you can help you find what's best for your budget and play style.
Physical books are still available for sale. There are many avenues for buying books, whether online or physical stores. For older, out of print games used book stores or eBay are also means of purchasing. Both new and out of print games may also be available direct from the publisher. These out of print games may not have digital versions, legal or otherwise. For those games the only means of play may be a physical copy.
Online stores usually also sell PDFs, and may also bundle them with the physical books. With the ubiquity of phones, tablets, and computers, the only limit is your budget. Because the documents are digital, the files are also able to be sized for the screen you are reading them on. This lets you to zoom in and read text easier.
For both physical and digital, being able to share the books is easy. For physical copies, it’s as easy as handing the book across the table or lending it to your friends. However, it’s only as many books as are purchased by the players. For digital copies, it is easier to share them in digital drives like Dropbox and Google Drive or over email.
Whatever method works best for you, the ethical choice is to make a purchase. As with anything it is easy to find illegal copies online. However, with a more niche industry like tabletop RPGs publishers rely on sales. Some publishers may have even released the rules for free, whether quickstart rules or a full text through Creative Commons. However you obtain the books, use the method that works for you.