Yes you need to order the CD for R62 code. No more downloads since NGX. PITA.
HFAs can be downloaded though - go to
http://www.checkpoint.com/downloads/index.html and follow the link for latest HFAs.
Regards if they are entitled, it depends on what support agreement they have. NG -> NGX you needed to upgrade your license, requiring support. If the client has R60, but no support, then they are probably not entitled to run R62, but if they had the code then their license would work fine.