I feel like they really glossed over the "how" part, other than saying it was delivered over "television cable".
I have to assume they just broadcast the file on repeat in some sort of code and the Sega could then interpret that and save it as a game file.
But then they mentioned they experimented with a Web browser?
Well I'm not your boyfriend but I'd enjoy the act of sharing my knowledge and exploring distros with my partner much more than her telling me she went online to talk to a bunch of strangers about something I have an interest/knowledge of.
Also be aware that if this is your first time installing a new os you should assume you will lose all the files on your computer in the process, back up what you care about.