If it was a retail copy of W95 with both the 3.5" disks and a CD-ROM, it also included a little receipt you could mail in to Microsoft so you could swap your 3.

If it was a retail copy of W95 with both the 3.5" disks and a CD-ROM, it also included a little receipt you could mail in to Microsoft so you could swap your 3.5" disks for 1.2 MB 5.25" ones. Just in case you were insane enough to try and install it on a machine only with 5.25" drives.