On most of today's machines you create those and for those that forget to do that you order them for a fraction of the cost of a replacement OS.
As to your question without the model number I can't check if your model does that. So here's what YOU can do next. Go to hp.com to find your model's home page and see what they tell you about this.
I backed up all my files before I ran system recovery WITHOUT a CD on my Compaq Windows XP. Before I ran the recovery, I had only 9GB of space left. After the recovery all My Documents are gone, which is fine since I backed up them, but my HD still reads as only having 9GB of memory left. Can anyone help me fix this? I don't have the original CD my computer came with...is it possible to run a destructive system recovery without the CD?