If you have the code you don't need a disc. You can get it online. You can either burn it as an image on a DVD or look up how to install from a thumb drive.
If it's a laptop, the code should be on the back of the machine. If you have issues with authentication, just call Microsoft (in the mean time you will have 30 days to use it without any issues). I have changed so many components on my multiple builds I often have to call them to authenticate Windows (when Windows sees a new motherboard it thinks you installed in on a new computer while still being installed on the old one). I have even done it with an upgrade code. They are actually pretty helpful, and I haven't really been questioned at all the authenticity of my claim that I simply installed a new motherboard and all I had was the upgrade disc (I told the lady I was not about to find the Vista disc and install Vista so I could get the upgrade copy to work).