They get mailed to you. I book through Disney once in a while because you have the option of slowly paying for your vacation over a longer period of time. It can be more expensive though and your choice of hotel room layouts/views is limited. For example, if you stay at HOJO, the only option they give (at least a year ago) was the 2 double beds, which is okay, but we prefer queens. If I have the money to pay outright or know I will have the money saved properly by the time of the trip, I tend to book directly with the hotel I want for the best price and get my tickets on the website.