Who did you buy the key from. If you bought a key from M$, they should have included a link to download an ISO file. If you have the ISO file I can link you some sites on how to burn the ISO to a DVD or how to do it from a USB.
I recently finished my first homebuilt pc and I know it works, I bought windows online and got product key and everything. They are also sending me the disk, but I was wondering if it was possible to do it without the disk? I just really dont wanna wait a week for the disk to get here to make my pc work so i was just curious. thanks