I just bought a new Macbook Pro. Where's the CD/DVD drive? Is it a separate accessory now?

Yes, the recent models have no CD/DVD unit. You will need a separate external unit.

What do you suggest? It would have been nice if the salesman at the store would have advised me of this. I asked for as much help as possible. I also asked for personal training, so that I could learn how to use my Apple products to the best of mine/their ability. For some reason, he forgot to add that to my order as well. I need to call tomorrow to find out how I can receive all the products & training that I initially came in for.