You should receive an email and/or a text message (depending on what you chose) when it arrives to your chosen store location.
When you receive that message, take a copy of your email if you don't have a smart phone to pull up email or text. Your store should have a pick up location where you can either go in and scan the barcode or activate the pick up in vehicle feature in the Sears app. In vehicle pick up has designated parking spots and you indicate the kind of car you are in so they bring your order out to you. Just sign after they verify the credit card you used for payment (If you used one) and your picture ID.
If you have to go in, scan the barcode and follow the touch screen. There should be a monitor above the check in center showing their progress.