If the book you are buying comes with a cd, it will come, regardless of whether you do it through Amazon or not. Make sure, though, that you get the version that has the CD. I have seen some books come in two editions: one with the companion cd, and one without (different prices, of course). So, make sure you are getting the right version (if there are two that seem to be the same but have different prices, I would wage that the more expensive one comes with a cd). I would always get the book with the cd; if nothing more, it is good to have the code examples already typed out for you, so messing around with the source (something I find vastly informative) is easy.

I can only agree. I have that book, and the CD is really useful. Without it some things might stay unclear what is meant in the book