GoNintendo is reporting that the pack-in game for the Wii U Deluxe Set, Nintendo Land, will be a physical disc, not a digital pre-install on the console. No word yet on whether it will be a paper sleeve, actual case, or what kind of packaging it might have. Wii Sports was a paper/cardboard sleeve, so it wouldn't be too surprising for Nintendo to go that route. Of course you can always buy a physical case separately and print up your own cover for it if that kind of thing matters to you.
Source: GoNintendoLabels: Consoles, GoNintendo, News, Nintendo Land, Nintendo Podcast News, Top Posts, Wii U, Wii U Deluxe Set