I suspect that you're asking about an OSX installation disc, not a Windows disc.
There could be one of two issues here.
If Boot Camp is asking for an installation disc BEFORE it's able to partition the drive, it's asking for your Windows installation disc. You should have one if you purchased Windows. You need to purchase Windows to use Boot Camp. I recommend buying the full version of Windows Home or Pro, not the upgrade version -- the upgrade is difficult to install for non-experts.
If you're looking for an OSX installation disc, and, like me, you upgraded to Lion through the app store, you will have to go through a back-door process in order to create this disc. Here's an article on this. http://www.macworld.com/article/161069/2011/07/make_a_bootable_lion_installer.ht ml (I can't guarantee it works. I made a disc like this because I thought I needed it to reload from a Time Machine backup, but it turns out that Lion doesn't require the disc for this, so I never used it.)
When I installed Boot Camp and Windows, I didn't need the OSX installation disc. I'm not sure why you would, in this process. It should only ask for your Windows disc.
If for some reason you downloaded Windows from Microsoft instead of buying a package with a disc, you need to download the ISO version and burn it to a DVD. See this article on downloading the ISO: http://www.mydigitallife.info/windows-7-iso-x86-and-x64-official-direct-download -links-ultimate-professional-and-home-premium/ (Make sure you choose the ISO that matches the version you bought).
Here's instructions on burning an ISO with Disk Utility: http://lifehacker.com/251758/mac-tip--how-to-burn-an-iso-or-dmg-file-to-disc And this thread on burning a Windows DVD in OSX: https://discussions.apple.com/thread/2039118?start=0&tstart=0 (Summary: you can use Disk Utility to burn the ISO, but choose a slow burn speed)
Lots to read but that should hopefully help.