I own a Nintendo 3DS and I was wondering if you buy a physical copy of a game, e.g. Pokemon Sun, does it need to download?
When you purchase a physical 3DS cartridge, the cartridge contains the game on it. You will not need to download the game.
Note however that this is separate from game updates, which you will still need to download onto an SD card. I don't believe Pokemon Sun / Moon have any such updates yet, but if you were to buy, say, Animal Crossing: New Leaf, you'd need to download the updates that have been published since the release date.