If you are installing a new hard drive, we have an OS X install guide to get you up and running.
If you need to, transfer the foam from your current hard drive to the new one. The foam does come off by using a spudger and some patience.
The two primary options for reading CDs and DVDs on a MacBook Air are to either purchase an external SuperDrive or to use an Apple feature called Remote Disc. Remote Disc allows the optical drive of a nearby Mac to be borrowed for use in mounting discs on the MacBook Air.
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