This sounds like a question you should take up with your retailer. By all means, do what's best for you.
We don't send out CDs or cables (for free, anyway - the drivers are usually on the website), as we sent ones that originally came in the package.
But definitely take these questions to your retailer.
There was no box and the salesperson said I could just plug it in. Do there was no box, no CD, and no HDMI cable. Should I return it? It's plugged in to my satellite connection and power but nothing happens...Maybe Samsung has a replacement CD and an HDMI cable?