It sounds like what you're referring to is a Firearm History Request, more commonly known to S&W collectors as a Factory Letter. To receive such a letter, you need to write to S&W Historian Roy Jinks and provide a description of the firearm (model, caliber, barrel length, finish, etc.), serial number, and a photograph or sketch of the gun. The letter you will receive will contain a brief history and description of the model of your gun, when the gun was shipped from the factory, to whom it was originally shipped, and in what configuration (barrel length, finish, grips, etc.) it was originally shipped.
You should be aware that there is a $50 fee for this service. Because of this, most S&W collectors only bother to get uncommon and/or valuable specimens "lettered" because if the gun is still configured as described by Mr. Jinks, the letter will authenticate the gun's originality and thus add to its value. That's not to say that a common gun isn't necessarily worth "lettering", I could certainly see someone "lettering" a gun that holds sentimental value and/or is a family heirloom.
The information on obtaining a factory letter can be found here:
http://www.smith-wesson.com/webapp/wcs/stores/servlet/Category4_750001_750051_757825_-1_757814_757812_image
If you would be content with more general information, you might be able to find what you seek in a copy of
The Standard Catalog of Smith & Wesson which is available from most book retailers like Barnes & Noble or Amazon for about $40 or so (a used copy might be found cheaper). In this book, you will be able to find serial number ranges for years of manufacture (thus finding the year, though not the specific date, that your gun was made), available factory configurations, and a brief history of nearly every model of gun S&W has ever made. While only slightly cheaper and much less specific than a factory letter, one copy of "the book" will cover multiple guns.