Our system issues each buyer a unique download link, which expires after the number of attempts and (optional) hours you specify in the product's settings. Even if someone tries to share their link with others, it will soon enough become useless for everybody as time runs out or the max hits allowed for the download URL are exhausted.
However, all our download links are configured to download a copy of your file to the buyer's computer. If you need buyers to just open/run your file without actually downloading a copy of it, you can use product-specific Redirection instead of Single File Download, but that would expose your file's remote URL in the buyer's browser. You may be able to use some custom scripting at your end to monitor access using the parameters we append to your Redirection URL, as documented here: