I'm looking into getting an NZXT H440 and I noticed that it does not come with any 5.25" bays. I'm wondering what I would do with an optical drive since there is now where to put it?
There isn't a lot you can do. Your only realistic options are to pick another case or, if you are really set on this one and definitely need an optical drive, go for an external drive like this.
Seems like this case isn't meant to have a optical drive installed. If you want to use the case and still use optical media, you can use an external optical drive.