I have this dilemma. When you purchase DW park tickets through Orbitz, they email you a voucher and then you bring that voucher (to redeem for actual tickets) to Guest Services at any of the 4 parks OR you can also go to Downtown Disney which we are doing the day before we are in the parks, as to not lose any time on park day.
In regards to FP +, you can't sign up for that if you don't actually have your park tickets. I was told this when I called guest services. I had received my magic bands and wanted to participate in FP+ too but they said you need the tickets.