Apple no longer ships disks with new computers. XCode is available from the App Store (found in the Applications folder). If reinstalling the system becomes necessary, you hold down command-R at startup to boot into Recovery Mode, which starts up from a hidden partition on your hard drive. If that partition should be damaged - if the hard drive itself dies, for example - then Macs that ship with Lion will boot into Recovery Mode over the internet from Apple's servers instead. (Some older Macs can be given this ability by a firmware update, if installed.)
As to iWeb, it's best to stop using that as soon as you can, as it has been discontinued, and at some point down the road will probably stop working. I have heard good things about RapidWeaver, but don't have any experience with it... it may make a good replacement for iWeb, though.