There isn't currently a disc-based release of Tales from the Borderlands. However, in the past Telltale has released games on disc after the entire season is finished, so it's possible that there eventually will be a disc-based release.
Polygon reports that the disc-based release will be available in late April:
Tales from the Borderlands: A Telltale Games Series, the Telltale adventure game set in the Borderlands universe, will be released April 26 at retail in North America, publisher 2K Games announced today.
The disc will include Tales from the Borderlands in its entirety, all five episodes. It will be available on PlayStation 3, PlayStation 4, Windows PC, Xbox 360 and Xbox One. The console versions will cost $29.99 each, while the PC version will go for $19.99. You can see the box art for each platform below. The collection will be released April 21 in Australia and New Zealand, and April 22 in Europe.