Apple Care isn't in a box... It is an extended warranty. If you are talking about iLife, it comes installed. You should have been able to purchase it when you ordered your computer. Or you should be able to buy it at the Apple Store.
AppleCare isn't software, it's a extended warranty ( so it's just legal info). You will get a separate box with a serial number, and it may or may not have automatically been set up (enrolled ). If it isn't you can do it online.
Sorry, this is all I know as I don't actually have it !
AppleCare for Macs usually comes in a box with a CD containing a copy of TechTool Deluxe (to be used for hardware diagnosis). It's up to you if you ever install it, though.