It is a function of the Brand of computer you bought.  HP has one tool, Sony has another, Acer has
another, etc.  You need to read the manual, or help files, that are included in your Brand of
computer.   At last check, only Dell and Gateway will provide System Disks and then only if you ask
for them and pay a nominal fee.  HP and Compaq will sell you a set of Restore Disks, but these are
not true System Disks.

By the way, that old school of computers used to give you a printed manual too.  Now the manual is
somewhere on the Hard Drive, which is hard to read when you need to repair the hard drive.

With most OEM machines, they give you the option to make a recovery disk
set.
This restores the computer to the way it was the very first time booted.
The utility is usually in the OEM named folder on the start menu.
My HP allows you to make one set.
After using the recovery set, you can make another set as the flags in the
registry have been erased.

Use any of the Disc Imaging programs that are capable of creating an image
on bootable optical media.
I use an older version of Norton Ghost for this purpose. It makes a bootable
disc 1 then spans the image across discs as necessary.