LoY, LDoN, and Gates are downloadable expansions, meaning sure you can download them in their entirety from the patcher, but in order to get to them on Live you need the proper CD key. Since EQEMu ignores such restrictions, you're able to access those zones without actually "owning" the expansion. Buying the box set usually entails other bonuses, like a CD backup of the expansion, an in-game reward, and a keychain/figurine/waffle-iron/something. In a nutshell, though, yes, buying the box sets just gives you a fancy package for a CD key.
If you want to see which zones you have on your PC, go to a command prompt, CD to your EQ folder, and do a "dir *.s3d", to look for zone file names. Alternatively, check your patcher's settings to see just which expansions you're set to patch (and have probably downloaded) to know where you can probably go.
(As a note, while PoP and earlier expansions aren't downloaded expansions, the patcher program will download their zone files. There was at some point a restriction on exactly how much you can download from the patcher at a given time, and PoP went well over this limit, I recall, when I've tried to patch it in the past without reinstalling it. I'm not sure if it's still in place, but keep that in mind if you ever try to patch an expansion without installing the preliminary files first, hehe)
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