Music Downloads for Sale

I wasn't sure where to put this, but I figured this community would have all the answers.

I have a friend who is a touring musician and he records his shows for sale that night. He'd like to be able to do his distribution via the web instead of burning the discs - but he tours A LOT and hosting them on Tunecore would add up if there was little interest in some of the shows. I downloaded one of the PJ shows from the goods section last year, but I don't really remember how it worked. Are they distributing from their own website and servers or is this something run through a record company?

Any help or shove in the right direction would be much appreciated.
Thanks!
Dana