We used to get a hard copy of the study guides, but PF has transitioned to online-only study guides. They were still sent out until the printed supply ran out. If you want a hard copy, you have to print them out yourself.
You DO get hard copies of textbooks, unless you are signed up for the e-book program. Check your My Courses page, it tells you right above each class if you have online-only materials or if you will be shipped a textbook.