The “songs only” package is exactly what it says on the tin it only contains the simfiles, so you can then add to an existing StepMania installation. as for the songs, you have to download them.
The Full Package is a “portable” version of StepMania that has all of the TrotMania content (songs, courses, theme, etc.) pre-installed, and runs separate of any other StepMania installation you may have installed.
