Yes! After purchasing the license, you can associate your forum username with the license via customer area to get forum support.
Once you have an XF license, you can download the files, yea.
Download this ZIP from xenForo.com -
https://xenforo.com/purchase/requirements-zip
Extract the file(s) and upload it to your web host via FTP or cPanel File Manager. Load the web page and I think it should give you a pass/fail. But most web hosts should be OK to host xenForo.
Doesn't matter.