Hi,
To answer your question. OEM means you'll get the card in a bag and or "white box". That's usually it. Sometimes the cables to connect to optical drives - but this is not guaranteed. Drivers must be downloaded from the manufacturers website (not usually a big deal as the supplied ones in retail packs are often outdated anyway).
Retail means you get a pretty box, the cables, manuals and driver disks.
Hope that helps,
Andy