Q: i don't have the Mac OS X Install DVD. What do I do on that case? and I need it to erase and install my computer

If you have Snow Leopard installed then buy yourself another copy of the Snow Leopard DVD. You can purchase replacements for the original discs from Apple Support:

Apple Store Customer Service at 1-800-676-2775 or visit online Help for more information.

To contact product and tech support: Apple - Support - Contact Apple Support.

Otherwise, for Lion, Mountain Lion, and Mavericks you would use Internet Recovery:

Computers that can be upgraded to use OS X Internet Recovery

OS X (Lion/Mountain Lion)- About OS X Recovery

You can also create a USB flash drive installer for any version of OS X with the appropriate tools.

You can use internet Recovery too.

http://www.apple.com/osx/recovery/

I don't see how seeing they don't have Lion, the Mac Pro has never had network install capability.