you seldomly get a Windows disk with a new PC. what you should have is a restore disk instead. sometime they will store the setup files onto a hidden partition on your hard drive, and the restore disk would simply kick this off.
this is done by the supplier in this way as they get the OEM licence at a far cheaper price than the retail box you would find in the shop.
the important factor is that you need to ensure that you have your licence sticker on the case of your PC.
search on this forum and you will find this has been discussed many times in the past. how these discussions ended i'm not too sure, but have a look and see what you can find.