Your Mac doesn't come with discs and you can't make a bootable OS X disc. Your Mac has got Internet Recovery, so use it to reinstall Mac OS X. You can't create a bootable disc because Mountain Lion doesn't appear as purchased in the App Store and you can only install it from Recovery
You can't use DVDs to backup your hard drive nor are they suitable for a bootable startup drive. You have several options, however.
Create a bootable OS X installer.
Create a bootable clone of your startup drive in the computer.
Because you can always use Internet Recovery to reinstall OS X that is a less important need. So, first I would concentrate on making a bootable backup.
Get an external drive at least equal in size to the internal hard drive and make (and maintain) a bootable clone/backup. You can make a bootable clone using the Restore option of Disk Utility. You can also make and maintain clones with good backup software. My personal recommendations are (order is not significant):
2. Data Backup
3. Deja Vu
5. Synk Pro
Visit The XLab FAQs and read the FAQ on backup and restore. Also read How to Back Up and Restore Your Files. For help with using Time Machine visit Pondini's Time Machine FAQ for help with all things Time Machine.
Although you can buy a complete external drive system, you can also put one together if you are so inclined. It's relatively easy and only requires a Phillips head screwdriver (typically.) You can purchase hard drives separately. This gives you an opportunity to shop for the best prices on a hard drive of your choice. Reliable brands include Seagate, Hitachi, Western Digital, Toshiba, and Fujitsu. You can find reviews and benchmarks on many drives at Storage Review.
Enclosures for FireWire and USB are readily available. You can find only FireWire enclosures, only USB enclosures, and enclosures that feature multiple ports. I would stress getting enclosures that use the Oxford chipsets especially for Firewire drives (911, 921, 922, for example.) You can find enclosures at places such as;
1. Cool Drives
All you need do is remove a case cover, mount the hard drive in the enclosure and connect the cables, then re-attach the case cover. Usually the only tool required is a small or medium Phillips screwdriver.
Once you have your bootable backup you may put it away or keep it connected to use for regular backups with any of the above suggested backup utilities.
Making a bootable installer is altogether another matter. First you must download the Mountain Lion installer application. You cannot easily do that with your new computer. You will need to "force" an Internet Recovery download but abort the download at just the right moment. If you're up to this:
1. Get yourself a spare hard drive freshly erased or with a freshly erased partition of
around 8 GBs or more.
2. Boot to your Recovery HD. Select Reinstall Lion from the main menu.
3. From the beginning screen select your spare partition/drive as the target
destination then begin the download.
4. At the end of the download you will observe an Install button for you to click.
Now this is important - as soon as that gadget appears you must abort the
installation process. There are only two reliable ways to do this quickly: (a.) yank
the cable for the drive from the computer; (b.) pull the power on the computer -
shut it down quickly.
This will result in your finding a folder on the drive that contains InstallESD.dmg that you can now use to create a bootable USB flash drive installer based on the special build for your model. Use it until the next public release of Lion appears or you move on to Mountain Lion.
If you do not stop the download process immediately upon its completion you will end up with an installer that always boots to a non-functioning installation progress window instead of the normal main menu.
Follow these instructions for making the bootable USB flash drive. Skip Step 1.
Make Your Own Mountain/Lion Installer
1. After downloading Mountain/Lion you must first save the Install Mac OS X Mountain/
Lion application. After Mountain/Lion downloads DO NOT click on the Install button.
Go to your Applications folder and make a copy of the Mountain/Lion installer. Move
the copy into your Downloads folder. Now you can click on the Install button. You
must do this because the installer deletes itself automatically when it finishes
2. Get a USB flash drive that is at least 8 GBs. Prep this flash drive as follows:
a. Open Disk Utility in your Utilities folder.
b. After DU loads select your flash drive (this is the entry with the mfgr.'s ID and size) from the left
side list. Click on the Partition tab in the DU main window.
c. Under the Volume Scheme heading set the number of partitions from the drop down menu to one.
Set the format type to Mac OS Extended (Journaled.) Click on the Options button, set the
partition scheme to GUID then click on the OK button. Click on the Partition button and wait until
the process has completed.
d. Select the volume you just created (this is the sub-entry under the drive entry) from the left side
list. Click on the Erase tab in the DU main window.
e. Set the format type to Mac OS Extended (Journaled.) Click on the Options button, check the
button for Zero Data and click on OK to return to the Erase window.
f. Click on the Erase button. The format process can take up to an hour depending upon the flash
3. Plug in your freshly prepared USB flash drive. You are going to clone the content of the InstallESD.dmg disc image to the flash drive as follows:
a. Double-click on the InstallESD.dmg file to mount it on your Desktop.
b. Open Disk Utility.
c. Select the USB flash drive from the left side list.
d. Click on the Restore tab in the DU main window.
e. Select the USB flash drive volume from the left side list and drag it to the Destination entry field.
f. Drag the mounted disc icon from the Desktop into the Source entry field.
g. Double-check you got it right, then click on the Restore button.
When the clone is completed you have a fully bootable installer that you can use without having to re-download Mountain/Lion.
Note: The term Mountain/Lion used above means Lion or Mountain Lion.
As an alternative to the above (you still have to do your own download of Lion/Mountain Lion) you can try using Lion DiskMaker 2.0 that automates the process of Steps 2 through 4.