The go from the hatcher into the packing box. It takes a day or two for them to arrive. They get priority, but currently the post office won't guaruntee on-time delivery of anything. You should get a tracking number when they ship. Your local post office will call when they arrive there. Unless you're the first person on the route they probably won't deliver them. Even if you are, a box of chicks is noisy and you still may have to pick them up at the post office.
Set your brooder up the day the chicks are shipped so it's ready when they arrive. You don't need to plug in the heat plate or heat lamp until the chicks arrive, but make sure they work and they reach the electric outlet when installed.
When you get them home take the chicks out one at a time, dip their beaks in the water so they know where it is, and let them loose in the brooder. Count the chicks and inspect them when putting them in the brooder to make sure you got what you ordered. If there are lots of fatalities take pictures and do whatever else is required to document the deaths for the hatchery or post office. If there are just a few, it's probably not worth perusing replacements unless they're very expensive corpses. Most hatcheries send a few extras, but often the extras are not great chicks. If there are fatalities you can hope they're the extras and not the expensive breeds you ordered.
You'll want to watch them closely for the first day or so to make sure they're all eating and active and that no one is getting bullied.