Apple no longer provides recovery media, this started with OS X Lion. For recovery, you boot the Mac and hold CMD + R to start recovery from the recovery partition. If you need to reinstall the OS, it will download the needed files from Apple.
OllyW beat me to it!
That's mostly true... But Apple provides a couple of ways (one unofficial, one official) to create your own recovery media.
I created my own bootable USB stick for ML. I started doing this under Lion. I've never had to use one but I like having them. You get an 8 GB stick and "restore" the InstallESD.dmg that comes in the ML install file BEFORE you run the install. In your case, since your machine came with ML, it's unclear to me whether you can simply download ML in "purchased items" in the app store. If so, you can download the installer app, create your USB stick, then delete the install app. This is the unofficial method.
For a while, Apple was providing free USB sticks to Lion users who were having trouble with recovery but the Apple sticks didn't contain a complete OS and relied heavily on downloading stuff over the internet during installation.
There is also a way to create a USB stick yourself without using the installer app. This method creates the bootable USB stick that does not contain the entire OS. Apple offers a free a utility to create the USB stick. This is the official method.
