Selecting specific columns using linq: What gets transferred?

I refer to this example: Return selected specified columns

Quote: If BlobDetails isn't the LINQ entity, then you can do it directly:

var qry = from b in dc.Blobs
          orderby b.RowVersion descending
          select new BlobDetails {
              Id = b.Id, Size = b.Size,
              Signature = b.Signature, RowVersion = b.RowVersion};

return qry.ToList();

I see that they are selecting specific column in a query through the ORM-tool LINQ TO SQL. Critics of ORM-tools say that, if I remember correctly, that ORM-tools select and return entire objects from the table, and limits the options of selecting only specific columns as one can do through classic SQL-programming. Of course, I have my doubts about that when I see this example, but nevertheless, I still keep asking myself the question: Does the database return only the selected columns, or does it return the entire objects, leaving the column-filtering to the ORM-tool?

From this example, they also have a class called Blobdetails:

public class BlobDetails   
{  
    public int Id { get; set; }  
    public string Signature { get; set; }  
    public int Size { get; set; }  
    public System.Data.Linq.Binary RowVersion { get; set; }     
}

Do I need to create my own classes everytime I only wish to select a few columns from a table through LINQ?