How do I reload the Mac OS on a new MacBook Pro that comes without Mac OS X DVD?
Any computer that shipped with Lion or Mountain Lion has Internet Recovery, which is a very limited installer that downloads the full OS from Apple and installs it. To get into the Recovery mode, just boot while holding down commandR, and it will prompt you for the rest.

However you can also do a direct clone of your existing disk to your SSD, which will avoid having to download the installer (it's about 4 GB) or reinstall all your programs and data. You'll need an external enclosure to put one of the drives in. You can do this with the built-in Disk Utility tool, or a tool like SuperDuper (the free version of which suffices for this task).