From the pictures I could find, it appears that your new computer does not have an optical (CD/DVD) drive. This is becoming a more common feature on notebooks as a way to save weight and space.
You will need to purchase an external drive if you want to watch DVD's or listen to CD's on that computer. The good news is the drives are inexpensive and easy to use. Something like this:
http://www.newegg.com/...-_-Product
Would work just fine. All you do is plug the drive in to your USB port and you are good to go. The external drive will work just like any CD/DVD drive you've used before. Your Lenovo definitely according to the specs does not have an Optical drive. If you want one there are many external ones for sale.Look at Ebay, Amazon, or any computer retailer.