If you primarily read books on your smartphone, tablet or computer, your options are fairly wide and there are multiple ebook stores that will let you read on various devices. If you have a Kobo, you have a few more options because you can import licenced ebooks from third-party retailers, as well as buying ebooks directly from Kobo and borrowing ebooks from your local library.
You may also be able to download PDFs, but this won't typically provide a great experience. If you have an Amazon Kindle, you'll be limited to ebooks bought on the Amazon store. If you're only starting to think of branching out from paper to digital books, it's worth bearing this in mind when choosing the device you want to read on. Your choice of ebook stores will depend on how you read your books.