Does iTunes music come with DRM licensing?

I have never bought music from the iTunes store before, as I have an aversion to Apple and all their products, and I prefer buying hard copies of CDs to get the higher quality recording.
I have been given an iTunes gift card, so now I have to learn all about it. Will the music I buy be protected in any way? I plan to uninstall the program as soon as I have the music, so will the songs play in Windows Media Player, and will I be able to burn them to CD?