You didn't look close enough during Boot Camp Assistant to check the box to download the software or read the rest of the instructions.
CDs were actually DVD anyway never was a CD - you can burn the support software to a CD though or flash memory. Most use flash USB stick and not a CD.
And Lion and ML don't come with discs anyway.
Mac 101: Using Windows on your Mac via Boot Camp
https://support.apple.com/kb/HT1461
http://support.apple.com/kb/HT4818 http://manuals.info.apple.com/en_US/boot_camp_install-setup_10.7.pdf
create a Windows support software (drivers) CD or USB storage media
http://support.apple.com/kb/HT4407
The Boot Camp Assistant can burn Boot Camp software (drivers) to a DVD or copy it to a USB storage device, such as a flash drive or hard drive. These are the only media you can use to install Boot Camp software.
https://support.apple.com/kb/HT4569
Installation Guide
Instructions for all features and settings.
Boot Camp 4.0 FAQ Get answers to commonly asked Boot Camp questions.
Windows 7 FAQ Answers to commonly asked Windows 7 questions.
http://www.apple.com/support/bootcamp/
