Hi gemz23 and welcome.
Yes. Return the laptop and demand your money back or insist they provide ALL the disks and licenses for everything that came with that computer. And since laptops are common targets for thieves, I might ask for proof it is not stolen property.
Other than that, you are pretty much out of luck. If you were not provided the original disks or license for Windows, you need to contact the laptop maker and purchase a new license, then reinstall Windows. You might be able to purchase a retail version of Windows from a store, as long as all the necessary drivers for the laptop's proprietary components are readily available on their website,
here.
Alternatively, there are several free Linux alternatives that might work, but again, you will need to check the maker's site for drivers.
Sorry the news is not better. Good luck.