td1958

Sorry if I raised any doubt (or confusion) about what you purchased-that was not my intent. Your topic said "ESET Internet Security 2019 - 3 PCs From Newegg" so I am assuming it is indeed EIS (not ESSP). I doubt the ESET sales staff would be able to help you as you purchased it from Newegg (I'd just review your invoice (or contact Newegg) and work on the assumption it is indeed EIS). As far as feature  difference between EIS & ESSP (& NOD32), here is a link to a side by side product comparison for ESET PC products. https://www.eset.com/us/home/for-windows/
The only real difference is ESSP has a PW Manager and encrypts files/removable media. Everything else is the same (so to speak, EIS is loaded for bear). 
I myself use EIS as I have a different PW Manager.
And by the way, welcome to the Forum....I'm glad you joined us...lots of good information is exchanged here!
Regards,
Tom
P.S....Don't panic or 2nd guess yourself. Take it one step at a time and it will all work out.
FYI the only reason I brought up ESSP vs EIS is you indicated you were probably going to download a trial version, so I wanted to point out the differences so you could download the correct product. I am not an ESET employee, and as such, do not know all the product packages currently being offered. I do not know everything nor do I pretend to.  

Hello td1958. Just be sure to download & install the correct product (EIS or ESSP) for which you purchased the license for.
As Marcos said you can download it from https://www.eset.com/us/
The trail version will give you full protection. Boxed versions are no different that just getting a Product Key card. If you use a boxed version with a CD in it, it will still want to download the latest version. Some folks like to have the CD (but you can always download the latest version w/o a CD). For my situation, a boxed version is just clutter in my PC area. The important thing is the license key. That's  why even cheaply buying an "outdated" version (say from 2017) makes no difference. You'll still have the ability to upgrade to the latest version (FYI...old ESS (ESET Smart Security) is now EIS (ESET Internet Security)).
 I am not 100% certain, but I think the 3PC license is for EIS (not ESSP), but I could be wrong. An EIS license key will NOT allow the installation of the more expensive ESSP.
In addition, you can use the "LIVE" installer or the "OFFLINE" installer (that is under install options I believe).
Here are a couple more helpful KB for you to review (for EIS & ESSP):
https://support.eset.com/kb6276/
https://support.eset.com/kb3419/
Good luck & regards,
Tom

You can download the appropriate installer from www.eset.com. If you have received a license key, enter it in the activation window after installation.

It appears that Newegg.com is shipping a "boxed" version of Eset. The license key is contained within the box on a printed page.
You can install EIS in trial version mode now. When you receive the boxed version of Eset, you can then upgrade Eset to a fully paid version by just entering the license key you received. You do so by opening the Eset GUI and proceeding to the "Help and Support" section. Click on the "Change License" button. Click on the "Use a purchased License Key" option and enter your license key contained within the Eset box you received from Newegg.com.

Hello td1958. Here is a good KB reference on ESET license FAQs https://support.eset.com/kb2393/
In particular, review bullet point #20.
Regards,
Tom