Some Intel-based Macs ship with Apple Hardware Test and Mac OS X 10.4.x preinstalled on the hard drive. If an Erase and Install installation of Mac OS X 10.5 Leopard is performed using a retail Leopard installation disc, Apple Hardware Test will be erased and not reinstalled on these Macs.
If you're in this situation and need to use Apple Hardware Test, simply start from the DVD that came with your computer (not the Leopard installation disc) while holding the "D" key. Apple Hardware Test will run from the DVD.