You can pick them up before the party. I chose not to because I didn't want to lose them. We also had tickets for the last
MNSSHP. I bought my MIL's tickets separately because I couldn't get the DVC discount for her. So when I picked up her MNSSHP ticket they had to also give me her MVMCP ticket since they were on the same reservation. So her ticket was printed a week before the party.
We got to the Ticket and Transportation Center and there was no real line there the night of the party and I understand the party was sold out that night. The line was longer at Magic Kingdom, so if you have to pick up the night of the party consider doing so at the Ticket and Transportation Center. Good luck and have fun!