As with most computer manufacturers these days, Recovery CDs are not supplied with a new Vaios. However, recovery software is held in a hidden partition on the hard disc that will allow the Vaio to be recovered back to factory status.
You should have been reminded that the first thing you should do when you got your new Vaio is to make your own Recovery DVDs to safeguard against a hard drive failure.
If you did not make Recovery Discs, you can buy a replacement set of discs from Vaio Support.
Alternatively, you can install a commercial version of Windows and add the essential drivers and utilities from the Vaio Support website. However, most software programs cannot be downloaded.