Look for an application or link within Start Menu for creating the System Recovery Disk. There is usually an application that will create a single set of disk. They started doing things this way to keep from having to package the disk in with the PC. Instead of supplying disk, they give the consumer a way to create their own. If I'm not mistaken, it's part of the OEM agreement that Windows Installation disk, System Recovery disk, or at least an option for the consumer to create System Recovery Disk be available to them.
In other words, I could build you a system with Windows OEM installed. But then I would have to supply a way for you to recover from a drive failure. I would also be entitled to place an OEM sticker somewhere visible on the PC's case.