In 2011 Apple stopped including CD and/or DVD media with devices. Not coincidentally, this was also the same time when Apple stopped including optical drives in their devices. Instead of DVDs, Apple included a custom USB flash drive with Mac OS X and other software installers.
According to Apple’s website:
MacBook Air (Late 2010): Frequently Asked Questions about Software Reinstall Drive
“Your MacBook Air (Late 2010) comes with a USB Software Reinstall Drive that contains a copy of Mac OS X and iLife. If you selected to pre-install iWork at the time purchase, iWork is also included on the MacBook Air Software Reinstall Drive. Use this device instead of DVDs to reinstall your operating system and applications and to run essential applications and utilities. Note: The MacBook Air Software Reinstall Drive is read only. You cannot erase it, reformat it, or reuse it as a general purpose USB storage device. If you try to use the MacBook Air Software Reinstall Drive on a computer other than a MacBook Air (Late 2010), you will be offered two options: ‘Restore from a Time Machine backup’ or ‘Restart the computer’. All menu selections are disabled.”