Interested in learning more about building a Turing Pi cluster? Subscribe to my YouTube channel—I'm going to be posting a series on the Turing Pi and Rasbperry Pi clustering in the next few weeks!
You can buy Compute Modules with or without onboard eMMC memory. If you don't have memory, you can attach a microSD card and boot from it, just like you would on any Raspberry Pi model B or model A. But if you have the eMMC memory, it's nice to be able to 'flash' that memory with an OS, so the compute module uses the onboard storage and doesn't require a separate boot device (either microSD card or USB disk).