Hello,
..Do you have more than one PC at your home? So your new PC doesn't have a CD drive, but does another PC in your house have a CD drive?
If you do, then take the CD drive out of another PC and hook it up inside the new PC...then install the OS.
Also, what operating system are you hoping to install and is it a legal retail version on an installation CD? In this instance, you wouldn't be able to copy any of the data to the PC or flash drive in a feesable way due to copyright protection.