For DIY machine OEM Windows Operating system license there have couple way to get your OS.
They can sell you a OS license without the media (which mean no CD) but they still need to pass you a PACK (yellow envelop) from microsoft which included a "Serial number" CARD and you can valid your OS from the internet use the serial number attached on the CARD.
If the shop haven't pass you that card you might be using illegal copy of operating system and if you did paid a money and list it on the invoice. You 100% need to ask them give you the proper thing.
Thats how they capture profit to install a illegal copy of operating system and bill to client without the proper service provide.