They didn't? That's a new low for them. In my dealings with Dell pooters, there have always been plenty of CDs, both for restore, OS, and various drivers.
We sell Dell, now.
I have unpacked and set up over a dozen brand new ones out of the factory packaging in the last couple of months. They always come with three or four disks, one of which is an Emergency Disk, an OS restore, a full compliment of drivers, including mobo, plus a myriad of shareware type programs and demo anti-vir, firewall and Windows security crap.
More shit than you will ever need really.
I would call the helpline and bitch that you got no disks. They will probably mail them to you immediately, if you have a newish machine.