I haven't used a Dell in years and anything is possible.
What exactly are your choices in the F12 menu? I just looked at mine, and there are 2 choices that might make sense when wanting to boot from my sole DVD drive----but only one of them will work.
Have you manually changed the boot order in the BIOS, rather than relying on the F12 menu?
I have no idea whether Dell supplies full-fledged installation discs as opposed to recovery disks or repair disks.