The assets available for download within the OpenRA client are stored freeware releases OpenRA hosts. EA freeware'd the three base games back in 2008. OpenRA does prompt if you want to provide your own discs to load your licensed assets if that's preferred.

https://cnc.fandom.com/wiki/Command_%26_Conquer:_Red_Alert#c... (referenced EA news link dead, doesn't look like archive.ph has a clean snap) https://www.openra.net/legal/

All the art and sound assets are loaded from a local copy of C&C that the user must purchase on their own before running OpenRA (specifically the "C&C Remastered Collection" on Steam or Origin). OpenRA uses the assets from that local install, so it's all legal! Stratagus does the same thing with Warcraft assets.

https://github.com/OpenRA/TiberianDawnHD#asset-installation