Once the firearm arrives at your local federally-licensed firearm dealer, it’s almost time to pick it up. You can track your purchase using shipping information from the online store, but the local dealer still has to receive the firearm and log it on their books before you can come and pick it up.
Once they have it logged in their books, you can head up there and start the process of filling out the federal form 4473 to begin the background check process. Your dealer will need to see your ID, and your CPL / CCW if it’s recognized as a exemption by the ATF.
NOTE: Make sure to verify the condition of your firearm prior to filling out the 4473 and taking official ownership of the firearm. If there are any defects or issues, you want to send it back before completing the paperwork.