It depends on where you buy it. Big name places will usually have some kind of backup CD, some even put it on a partitioned part of your hard drive.
Some places don't include a CD. Not sure why, but some just don't. I would ask why not if it is from a private business or something. Could be because it is an illegal copy: either downloaded or just one cd put on to every computer they sell. Some of course ligitimately don't include a CD. Just ask why not.
Most will though.