Have the dealer mail one to you (on their dime), since they left it off - most likely it was included with the machine when they got it in. If you don't feel like driving the 30 miles, then tell them they need to get your part that is sitting in their shop to you, either by mail or hand delivered. If they're a big enough dealer, they should be out your way on a regular basis.
Even my dealer, who is 45 miles away, comes into my town at least every other week. I didn't get my mid PTO cover with the machine because it was delivered with the mower deck installed. I called asking about it (it's referred to in the owner's manual), so the next time they were in town, they dropped off the cover.
The mid PTO cover is a soft vinyl that just slips onto the shaft and holds by friction. The rear PTO shaft cover is hard plastic with a bolt. I use both of them when the shafts are not connected. I don't mind having to bolt the rear one in, as clean, dirt free splines are more important to me than the bother of threading that little bolt in. I even threw a spare socket into the tool box, so that I have a little more than the bolt head to grab onto when hand tightening it. So far, the bolt has stayed tight, even with all the dirt work I've been doing.