When we ordered our Annual Passes, we got exchange certificates (plastic credit cards) in the post.
These allowed us to log on to the passholders website as well and then we just handed them over when we got there.
Sometimes you do find things of interest on the passholders site as they do special events just for passholders. Last year they had a passholders special party for the launch of the Jungle Book on DVD at the Animal Kingdom. It was limited numbers and you had to register on the passholders site and then print off confirmation. It did sell out. When you arrived at the Animal Kingdom you had to show your pass and the confirmation. So for me its always worth checking out the website.
Sounds like you will be fine with your confirmation number.
Have fun
Claire