hey i purchased this game online and when i join a multiplayer game it asks me to make sure the game cd is in the drive, but i dont have a cd just a digital copy

You have been ripped off. Digital downloads rarely work online due to them not including up-to-date patches.

The best thing you can do is to get a refund on the grounds that your game does not work as advertised. Then you can buy a DVD-version of the game from Team17's Online shop: https://secure.team17.com - the cheapest is £10 and comes in a multipack with Worms 3D.

Then you can buy a DVD-version of the game from Team17's Online shop: https://secure.team17.com (https://secure.team17.com/) - the cheapest is £10 and comes in a multipack with Worms 3D.
Or even better, buy Worms: Armageddon. That has a much more active online community. Just remember to download the 3.6.29.0 beta update, otherwise you won't get very far online ;)