And if you haven't bought the Mac used, Windows will definitely not be on that Mac, unless someone else installed it for you, as you need a Windows DVD or downloaded version from the Microsoft store.
If you're somewhat proficient on computers, I recommend installing VirtualBox. For being a free product, it's very good. You can startup Windows without having to reboot your machine. If you want to use Windows to run Windows Direct X games, I would recommend the BootCamp route instead.