You should disable Require Shipping in the product settings. However, you could combine a physical product with all features of Downloads. For example, you can allow the customer to download instructions, drafts, webinars, audio, photos, video, or any electronic format files together with physical product shipped with your delivery services.
Note: Downloads available only for registered customers. If guest customers add to cart products with downloads to check out this product it will be forced to register an account in your shop.