This machine didn't come with a CD-ROM drive? That makes me think it's much less likely that recovery media exists...
In my experience, "recovery media" as it came to be understood later was something that came along with the rise of CD-ROM drives. In the pre-CD-ROM days, you got a big bundle of floppies with a computer. Then with the CD-ROM days (which happened to coincide with machines needing more drivers because they came with more stuff in the box, e.g. network cards, sound cards, etc), OEMs started to move towards recovery media (especially when the software image is <650 megs, in which case a recovery CD is very convenient and easy to do). Originally, around 1995 or so, some large OEMs (hello AST) also gave you the floppy images on your hard drive with some floppy maker program, that way you and not them paid for the 30+ floppies required. Then that fell by the wayside as software got bigger...
Interestingly, the large build-to-order OEMs like Dell were late at the recovery media trend, I think because they didn't want to try and make recovery media for every configuration. So Dell would throw in a generic Windows CD (which eventually became BIOS-locked to Dell machines, although originally it wasn't), a Dell 'ResourceCD' with most of the drivers, then your modem or sound card option might come with its own CD. I don't know if the Dell ResourceCD would have included the custom Dell wallpaper or other things like that...
Funny thing is, back in the day, people hated recovery disks, or at least hated getting only a recovery disk (hello IBM Aptiva from 1998, I'm looking at you...) that prevented you from doing a clean install.
