The company where I work sells software, which can be either 1) downloadable 2) in USB 3) in DVD
How can I add these options in a product page?
Also, it is USB or DVD, shipping fees apply. (No shipping charges for downloadable version). How can I set shipping rules for these versions?
You can try to create a configurable product consisting of 3 ones: 2 simple (USB and DVD) and 1 downloadable. You can set shipping rates for the 2 simple products in Magento out of the box, and downloadable product will have free shipping.