You won't get any actual tickets. You will check in at the airport with your confirmation number. You can also check in online (and pick your seats) up to 24 hours before your flight. If you check in online, you can either print off your boarding passes at home or get them at the airport check in counter. Otherwise, if you just check in at the airport you'll obviously get your boarding passes there. Either way, you'll still need to visit the check in counter at the airport in order to get your luggage checked.
If you booked everyone's ticket together, you'll just need the one confirmation number. I'm not sure about the ME question, I've never done that.
Good luck and enjoy your flight!