There is no "physical game" but you should read around. Questions like that are all over. Please read them for greater details.

I am a real newbie. Just started today, and as I'm looking around I see a whole lot of message boards, but I'm curious Is there a physical game component or are we just writing..sort of pretending there is one. I've never done this sort of thing before so you'll have to excuse my general ignorance. :blink:

The answer is "no", but that's not necessarily (spelling?!) a bad thing. Like Rayo said, you gotta use your imagination, and that's where it gets really fun!