Unless you bought a Mac with Lion, which has a recovery partition on it (the installer itself),, you have to create some installation medium, and be it only a partition on your Mac where you clone the installer to.
A clean install deletes all data on the selected partition, thus the installer needs to reside on another partition or medium, thus it gets not deleted by the clean installation procedure, as a clean install deletes all data on the selected partition, thus the installer needs to reside on another partition or medium, thus it gets not deleted by the clean installation procedure, as a clean install deletes all data on the selected partition, thus the installer needs to reside on another partition or medium, thus it gets not deleted by the clean installation procedure, as a clean install deletes all data ...