I live a long way from stores. I'm in rural Eastern Cape South Africa. I downloaded Ubuntu but I don't have any blank DVD's. Can I copy it to my HDD and install from there?
You can install from a hard drive, as long as it's not the hard drive you're installing Ubuntu in (you need a spare/external one).
The answers to this questions explain how.
You can also use a flashdrive.
Well, yes, it's possible. Yet it is quite a bit easier to use a DVD or USB pen drive. So, if you want to have the "simply works" experience you might expect from Ubuntu, try to get a DVD-R or a USB pen drive.
If you are still motivated to try the HDD boot method, read the documentation for the alternate CD, at least the parts about installing from HDD. Since it's a guide for the alternate CD, it might be worth to also download the alternate CD instead of the normal Live-CD, to ensure that everything works as described.