But I just need the book of paper
You did not buy a paper book. You bought CDs.
The seller is offering you the CDs or to mail you a downloadable copy.
If you need a paper book, you will have to print it out from one of those two choices.
I suggest you send the seller this message.
“I thought I was buying a printed book. I cannot use either CDs or a download. I have no way of printing the book.I will accept a Mutual Cancellation and leave positive feedback if you offer it.”
A Mutual Cancellation releases both you and the seller from the transaction.
When I look at the listing, the picture is clearly of CDs. The seller is also clear that he is selling CDs. But since these are for English as a Second Language lessons, your error is understandable.
If you are shopping on eBay from a mobile device, I would suggest that you never buy from the mobile, but check the listing on a PC because mobile listings are shortened and may be inaccurate.