Deddy, Delphix and Delphix Express are each just one OVA. They are identical, except that the Delphix Express OVA has the limits that Matt described.
Delphix interacts with databases and servers. The Delphix user/customer has to supply those. Delphix does offer a "demo environment" called Landshark that consists of two pre-configured Linux Virtual machines that can support several use cases. This environment can be used with both Delphix and Delphix Express. When customers wish to use Delphix or Delphix express with their own databases and servers, they follow the user guide at
http://docs.delphix.com/ to prepare those systems for use with Delphix.