Apple does not include CD when you purchase an iPod nowadays.
Today, they offer the installer as a downloadable file from the net which we can use each and every time out iTunes program gets deleted.

As you can see below, it's the site of where you can download itunes.


To know how to install iTunes visit Install iTunes on Windows - How to Install iTunes on Windows - Guide to Installing iTunes on Windows

And if you want to download iTunes you can get it at Apple - iTunes - Download iTunes and for old versions of iTunes, you can get it at http://www.oldapps.com/itunes.php

*Note
This download is for windows users only.

FOR MAC USERS
The same site where windows users downloaded iTunes is the same for mac users.

For the guide visit http://ipod.about.com/od/itunesbasic...oad_itunes.htm and learn more about installing itunes.