Now that there's of course no installation media included....
Hardly any vendor gives you "media" nowadays (or indeed for most of the last decade or so)!
With a ThinkPad (and with most other brands of laptop) the device comes with software that allows you to can create your own factory install image "media" set, in case you ever want to do fresh install on a new SDD/HDD or whatever.
Once you have created your own "media", you can blow away the service partitions if that's what you want to do. Instructions are on the Lenovo support site.