Linux is distributed by its author only as a kernel. Other people have put together ``distributions'' that pair the Linux kernel with utilities and application software to make a complete working package.
There are several distributions of Linux, which are available at various sites. Sunsite mirrors many of the distributions at ftp://sunsite.unc.edu/pub/Linux/distributions/. The most commonly-recommended freely-available distributions are Red Hat http://www.redhat.com and Debian http://www.debian.org. These are available for free over the internet, and are also sold on CD-ROM.
There are other distributions of Linux as well. Most commercial distributors of Linux advertise in Linux Journal.